+12.2%
PCAR vs WYNN
-32.5%
+44.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.0% | +2.4% |
| 7D | +3.7% | +15.4% | -11.8% | -0.2% |
| 30D | -2.9% | +6.8% | -9.7% | -4.7% |
| 3M | -21.7% | -15.4% | -6.3% | -18.3% |
| 6M | -6.6% | -20.0% | +13.3% | -1.4% |
| YTD | -2.2% | -31.0% | +28.8% | +8.6% |
| 1Y | +12.2% | -31.5% | +43.7% | +23.8% |
| All | +12.2% | -32.5% | +44.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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