+362.4%
PCAR vs WYNN
+1.1%
+361.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.7% |
| 30D | -6.4% | -14.6% | +8.3% | -3.2% |
| 3M | +4.7% | -18.4% | +23.1% | +9.1% |
| 6M | +4.5% | -11.9% | +16.4% | +7.0% |
| YTD | +13.0% | -26.6% | +39.6% | +20.1% |
| 1Y | +23.6% | -28.5% | +52.1% | +31.6% |
| 3Y | +60.7% | -5.1% | +65.9% | +58.2% |
| 5Y | +164.5% | -10.5% | +175.0% | +153.7% |
| All | +362.4% | +1.1% | +361.3% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling