-11.8%
PCOR vs WYNN
-30.2%
+18.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.6% |
| 7D | +3.0% | +2.3% | +0.7% | +1.9% |
| 30D | +38.7% | +15.4% | +23.3% | +30.2% |
| 3M | +24.9% | -16.7% | +41.6% | +34.8% |
| 6M | +68.8% | -11.1% | +79.9% | +76.9% |
| YTD | +6.7% | -28.8% | +35.5% | +22.5% |
| 1Y | +3.0% | -30.2% | +33.2% | +19.1% |
| 3Y | +48.6% | +3.8% | +44.9% | +38.8% |
| 5Y | -12.7% | -6.2% | -6.5% | -24.0% |
| All | -11.8% | -30.2% | +18.4% | -18.2% |
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