-38.6%
PDD vs WYNN
-32.5%
-6.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +0.7% |
| 7D | +6.0% | +15.4% | -9.4% | +1.7% |
| 30D | +5.5% | +6.8% | -1.3% | +3.3% |
| 3M | -9.8% | -15.4% | +5.6% | -6.1% |
| 6M | -16.0% | -20.0% | +4.0% | -11.2% |
| YTD | -27.6% | -31.0% | +3.5% | -21.3% |
| 1Y | -38.6% | -31.5% | -7.1% | -34.0% |
| All | -38.6% | -32.5% | -6.2% | -34.0% |
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