+750.5%
PBF vs WYNN
-11.0%
+761.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +5.3% | -4.2% | +9.5% | +6.6% |
| 30D | +11.7% | -14.6% | +26.4% | +16.8% |
| 3M | +91.1% | -18.4% | +109.5% | +101.9% |
| 6M | +88.4% | -11.9% | +100.3% | +92.2% |
| YTD | +194.1% | -26.6% | +220.6% | +217.3% |
| 1Y | +180.4% | -28.5% | +208.9% | +203.1% |
| 3Y | +59.3% | -5.1% | +64.4% | +53.1% |
| All | +750.5% | -11.0% | +761.5% | +761.5% |
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