-44.1%
NKE vs PDD
+199.6%
-243.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.9% |
| 7D | +0.5% | -1.0% | +1.5% | +0.6% |
| 30D | +11.4% | -2.4% | +13.8% | +11.7% |
| 3M | -7.2% | -14.6% | +7.4% | -5.7% |
| 6M | -10.7% | -19.6% | +8.9% | -8.9% |
| YTD | -37.7% | -30.0% | -7.7% | -35.6% |
| 1Y | -34.3% | -42.5% | +8.2% | -30.8% |
| 3Y | -60.9% | -27.2% | -33.7% | -60.8% |
| 5Y | -74.8% | -8.2% | -66.6% | -77.0% |
| All | -44.1% | +199.6% | -243.7% | -57.8% |
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