+60.5%
PCAR vs WYNN
-4.3%
+64.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -1.6% | -3.4% | +1.9% | -0.6% |
| 30D | -7.3% | -15.4% | +8.1% | -3.0% |
| 3M | +7.8% | -15.8% | +23.6% | +12.7% |
| 6M | +3.6% | -13.5% | +17.1% | +7.2% |
| YTD | +12.9% | -26.0% | +38.8% | +21.7% |
| 1Y | +27.3% | -27.4% | +54.7% | +37.3% |
| All | +60.5% | -4.3% | +64.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling