+6.9%
PCOR vs WYNN
-32.5%
+39.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.1% | +13.6% | +16.6% |
| 7D | +21.8% | +15.4% | +6.4% | +14.5% |
| 30D | +39.5% | +6.8% | +32.8% | +35.4% |
| 3M | +35.2% | -15.4% | +50.6% | +43.5% |
| 6M | +21.7% | -20.0% | +41.7% | +31.8% |
| YTD | +3.9% | -31.0% | +35.0% | +16.6% |
| 1Y | +6.9% | -31.5% | +38.4% | +19.0% |
| All | +6.9% | -32.5% | +39.4% | +19.0% |
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