+198.7%
PDD vs WYNN
-38.6%
+237.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -4.1% | +1.8% | -5.9% | -4.8% |
| 30D | -13.1% | -9.8% | -3.2% | -9.5% |
| 3M | -3.5% | -11.8% | +8.3% | +1.2% |
| 6M | -21.8% | -8.8% | -13.0% | -19.4% |
| YTD | -29.7% | -22.8% | -6.9% | -22.9% |
| 1Y | -36.2% | -24.1% | -12.1% | -30.3% |
| 3Y | -16.4% | +0.4% | -16.8% | -20.9% |
| 5Y | -23.8% | -8.7% | -15.2% | -28.1% |
| All | +198.7% | -38.6% | +237.3% | +257.8% |
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