-34.1%
PCOR vs WYNN
-24.9%
-9.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | -9.0% | -3.9% | -5.1% | -7.4% |
| 30D | +4.2% | -9.3% | +13.4% | +8.4% |
| 3M | +14.4% | -11.4% | +25.8% | +20.1% |
| 6M | +0.2% | -11.0% | +11.1% | +4.5% |
| YTD | -20.3% | -23.4% | +3.1% | -11.2% |
| 1Y | -16.1% | -24.8% | +8.7% | -6.8% |
| 3Y | -14.7% | -7.1% | -7.6% | -17.0% |
| 5Y | -43.2% | -5.4% | -37.7% | -52.0% |
| All | -34.1% | -24.9% | -9.2% | -40.7% |
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