+341.8%
PBF vs WYNN
+1.1%
+340.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +5.3% | -4.2% | +9.5% | +7.6% |
| 30D | +11.7% | -14.6% | +26.4% | +20.8% |
| 3M | +91.1% | -18.4% | +109.5% | +110.2% |
| 6M | +88.4% | -11.9% | +100.3% | +95.2% |
| YTD | +194.1% | -26.6% | +220.6% | +232.7% |
| 1Y | +180.4% | -28.5% | +208.9% | +217.6% |
| 3Y | +59.3% | -5.1% | +64.4% | +49.0% |
| 5Y | +816.3% | -10.5% | +826.8% | +688.5% |
| All | +341.8% | +1.1% | +340.7% | +257.3% |
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