-18.3%
PCOR vs WYNN
-2.3%
-16.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -2.7% |
| 7D | -9.0% | -1.4% | -7.6% | -8.4% |
| 30D | -7.0% | -11.8% | +4.8% | -1.8% |
| 3M | +18.3% | -15.8% | +34.2% | +27.6% |
| 6M | -7.8% | -10.7% | +2.9% | -3.8% |
| YTD | -25.6% | -24.5% | -1.1% | -16.2% |
| 1Y | -22.7% | -25.0% | +2.3% | -13.8% |
| All | -18.3% | -2.3% | -16.0% | -24.6% |
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