+191.4%
PDD vs WYNN
-41.7%
+233.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -5.4% | -4.2% | -1.2% | -3.7% |
| 30D | -12.6% | -14.6% | +2.0% | -7.0% |
| 3M | -4.3% | -18.4% | +14.1% | +3.6% |
| 6M | -24.4% | -11.9% | -12.5% | -21.0% |
| YTD | -31.4% | -26.6% | -4.8% | -23.2% |
| 1Y | -38.1% | -28.5% | -9.6% | -30.7% |
| 3Y | -20.1% | -5.1% | -15.0% | -22.7% |
| 5Y | -25.0% | -10.5% | -14.5% | -28.3% |
| All | +191.4% | -41.7% | +233.1% | +256.2% |
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