+69.6%
PBR vs WYNN
-26.4%
+95.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +8.6% | -3.9% | +12.5% | +8.1% |
| 30D | +12.8% | -9.3% | +22.1% | +11.7% |
| 3M | +14.7% | -11.4% | +26.1% | +13.5% |
| 6M | +25.2% | -11.0% | +36.1% | +24.2% |
| YTD | +77.1% | -23.4% | +100.5% | +77.0% |
| 1Y | +69.6% | -24.8% | +94.4% | +69.6% |
| All | +69.6% | -26.4% | +95.9% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling