-46.0%
NKE vs PDD
+196.6%
-242.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.8% |
| 7D | -2.3% | -4.4% | +2.1% | -1.9% |
| 30D | -10.4% | -15.5% | +5.1% | -8.8% |
| 3M | -15.5% | -4.1% | -11.4% | -15.2% |
| 6M | -32.6% | -23.4% | -9.2% | -31.0% |
| YTD | -39.8% | -30.7% | -9.2% | -37.7% |
| 1Y | -47.6% | -37.6% | -9.9% | -45.2% |
| 3Y | -59.0% | -17.5% | -41.5% | -59.4% |
| 5Y | -74.9% | -24.6% | -50.3% | -76.7% |
| All | -46.0% | +196.6% | -242.6% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling