-74.6%
NKE vs PDD
-11.6%
-63.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 6M | -10.7% | -19.6% | +8.9% | -8.7% |
| YTD | -37.7% | -30.0% | -7.7% | -35.3% |
| 1Y | -34.3% | -42.5% | +8.2% | -30.3% |
| 3Y | -60.9% | -27.2% | -33.7% | -60.9% |
| All | -74.6% | -11.6% | -63.0% | -77.3% |
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