+116.1%
PG vs NKE
-22.6%
+138.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -4.2% | +3.4% | 0.0% |
| 30D | +0.8% | -8.2% | +9.0% | +2.4% |
| 3M | -1.3% | -19.1% | +17.7% | +2.4% |
| 6M | -3.8% | -32.6% | +28.8% | +2.7% |
| YTD | +3.6% | -40.7% | +44.3% | +13.1% |
| 1Y | -5.7% | -48.9% | +43.1% | +5.4% |
| 3Y | +1.6% | -59.2% | +60.8% | +15.8% |
| 5Y | +14.6% | -75.3% | +90.0% | +43.8% |
| All | +116.1% | -22.6% | +138.8% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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