-58.2%
NKE vs PDD
-16.7%
-41.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.5% |
| 7D | -0.1% | -4.1% | +4.1% | +0.4% |
| 30D | -7.7% | -13.1% | +5.4% | -6.4% |
| 3M | -10.9% | -3.5% | -7.5% | -10.7% |
| 6M | -31.9% | -21.8% | -10.1% | -30.5% |
| YTD | -38.6% | -29.7% | -9.0% | -36.8% |
| 1Y | -46.9% | -36.2% | -10.7% | -44.9% |
| 3Y | -58.2% | -16.4% | -41.8% | -59.6% |
| All | -58.2% | -16.7% | -41.5% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling