-49.1%
NKE vs PDD
-38.3%
-10.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -5.5% | -4.6% | -0.9% | -4.8% |
| 30D | -10.4% | -14.0% | +3.6% | -8.2% |
| 3M | -15.8% | -4.9% | -10.9% | -15.5% |
| 6M | -33.4% | -25.8% | -7.6% | -30.6% |
| YTD | -41.0% | -31.4% | -9.7% | -37.8% |
| 1Y | -49.1% | -37.6% | -11.5% | -45.0% |
| All | -49.1% | -38.3% | -10.8% | -45.0% |
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