-31.7%
NKE vs PDD
-38.2%
+6.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +4.8% |
| 7D | +9.0% | +6.0% | +2.9% | +8.0% |
| 30D | +19.2% | +5.5% | +13.8% | +18.3% |
| 3M | -1.5% | -9.8% | +8.3% | -0.3% |
| 6M | -4.2% | -16.0% | +11.8% | -3.3% |
| YTD | -34.8% | -27.6% | -7.2% | -33.5% |
| 1Y | -31.7% | -38.6% | +6.9% | -25.3% |
| All | -31.7% | -38.2% | +6.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling