-24.0%
NKE vs PGR
+825.1%
-849.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -8.2% | +4.9% | -13.1% | -9.6% |
| 3M | -19.1% | +7.6% | -26.7% | -21.2% |
| 6M | -32.6% | +8.3% | -40.9% | -34.7% |
| YTD | -40.7% | +1.7% | -42.4% | -41.5% |
| 1Y | -48.9% | -6.8% | -42.0% | -48.2% |
| 3Y | -59.2% | +73.4% | -132.7% | -68.1% |
| 5Y | -75.3% | +161.2% | -236.6% | -84.2% |
| All | -24.0% | +825.1% | -849.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling