+542.7%
PBR vs WYNN
-11.0%
+553.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +5.4% | -4.2% | +9.6% | +6.0% |
| 30D | +22.9% | -14.6% | +37.5% | +25.7% |
| 3M | +19.6% | -18.4% | +38.0% | +23.1% |
| 6M | +16.5% | -11.9% | +28.4% | +18.0% |
| YTD | +86.7% | -26.6% | +113.2% | +94.6% |
| 1Y | +74.7% | -28.5% | +103.2% | +82.2% |
| 3Y | +102.6% | -5.1% | +107.7% | +96.0% |
| All | +542.7% | -11.0% | +553.7% | +515.8% |
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