-44.4%
NKE vs PDD
+210.2%
-254.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -2.0% | -4.1% | +2.1% | -1.6% |
| 30D | -8.6% | -9.6% | +1.0% | -7.7% |
| 3M | -11.0% | -4.3% | -6.8% | -10.7% |
| 6M | -33.2% | -18.8% | -14.5% | -32.0% |
| YTD | -38.1% | -27.5% | -10.6% | -36.3% |
| 1Y | -47.4% | -33.6% | -13.7% | -45.3% |
| 3Y | -59.8% | -20.4% | -39.4% | -60.1% |
| 5Y | -74.2% | -19.6% | -54.6% | -76.2% |
| All | -44.4% | +210.2% | -254.7% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling