+1,106.2%
PAAS vs WYNN
+1,232.2%
-126.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | -0.1% | -9.8% | +9.8% | +1.8% |
| 3M | +8.2% | -11.8% | +20.1% | +10.6% |
| 6M | -13.8% | -8.8% | -5.0% | -12.6% |
| YTD | -0.6% | -22.8% | +22.2% | +3.9% |
| 1Y | +44.0% | -24.1% | +68.1% | +50.4% |
| 3Y | +246.6% | +0.4% | +246.2% | +237.4% |
| 5Y | +116.1% | -8.7% | +124.7% | +107.1% |
| 10Y | +202.7% | +8.3% | +194.4% | +145.2% |
| All | +1,106.2% | +1,232.2% | -126.0% | +485.4% |
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