+353.7%
PBF vs WYNN
-1.7%
+355.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +5.3% | -4.2% | +9.5% | +7.3% |
| 30D | +11.7% | -14.6% | +26.4% | +19.5% |
| 3M | +91.1% | -18.4% | +109.5% | +107.4% |
| 6M | +88.4% | -11.9% | +100.3% | +94.4% |
| YTD | +194.1% | -26.6% | +220.6% | +227.1% |
| 1Y | +180.4% | -28.5% | +208.9% | +212.5% |
| 3Y | +59.3% | -5.1% | +64.4% | +51.7% |
| 5Y | +816.3% | -10.5% | +826.8% | +719.2% |
| 10Y | +373.1% | +0.3% | +372.8% | +302.6% |
| All | +353.7% | -1.7% | +355.4% | +235.7% |
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