-25.3%
PDD vs WYNN
-11.0%
-14.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -5.4% | -4.2% | -1.2% | -2.9% |
| 30D | -12.6% | -14.6% | +2.0% | -4.0% |
| 3M | -4.3% | -18.4% | +14.1% | +7.8% |
| 6M | -24.4% | -11.9% | -12.5% | -19.4% |
| YTD | -31.4% | -26.6% | -4.8% | -18.8% |
| 1Y | -38.1% | -28.5% | -9.6% | -27.0% |
| 3Y | -20.1% | -5.1% | -15.0% | -27.3% |
| All | -25.3% | -11.0% | -14.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling