-76.3%
PCG vs WYNN
+1.1%
-77.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.5% | -4.2% | +0.7% | -2.5% |
| 30D | -20.6% | -14.6% | -6.0% | -17.6% |
| 3M | -17.6% | -18.4% | +0.8% | -13.7% |
| 6M | -23.5% | -11.9% | -11.6% | -21.5% |
| YTD | -13.6% | -26.6% | +13.0% | -7.9% |
| 1Y | -11.3% | -28.5% | +17.2% | -5.5% |
| 3Y | -16.9% | -5.1% | -11.8% | -19.5% |
| 5Y | +50.8% | -10.5% | +61.3% | +40.9% |
| All | -76.3% | +1.1% | -77.4% | -80.5% |
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 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