+3,058.8%
PCAR vs WYNN
+1,203.4%
+1,855.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | -6.9% | -11.8% | +4.9% | -3.5% |
| 3M | +2.1% | -15.8% | +17.9% | +7.0% |
| 6M | +1.6% | -10.7% | +12.3% | +4.4% |
| YTD | +12.2% | -24.5% | +36.7% | +20.7% |
| 1Y | +28.0% | -25.0% | +53.1% | +37.3% |
| 3Y | +61.0% | -1.8% | +62.7% | +55.6% |
| 5Y | +163.9% | -10.0% | +174.0% | +146.8% |
| 10Y | +367.9% | +3.2% | +364.7% | +246.3% |
| All | +3,058.8% | +1,203.4% | +1,855.3% | +968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling