-74.0%
NKE vs PDD
-25.6%
-48.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | -0.1% | -4.1% | +4.1% | +0.4% |
| 30D | -7.7% | -13.1% | +5.4% | -6.2% |
| 3M | -10.9% | -3.5% | -7.5% | -10.7% |
| 6M | -31.9% | -21.8% | -10.1% | -30.1% |
| YTD | -38.6% | -29.7% | -9.0% | -36.3% |
| 1Y | -46.9% | -36.2% | -10.7% | -44.4% |
| 3Y | -58.2% | -16.4% | -41.8% | -58.9% |
| 5Y | -74.0% | -23.8% | -50.2% | -76.1% |
| All | -74.0% | -25.6% | -48.4% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling