+128.7%
PCG vs WYNN
+1,232.2%
-1,103.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +5.4% | +1.8% | +3.6% | +5.2% |
| 30D | -15.1% | -9.8% | -5.3% | -13.9% |
| 3M | -9.8% | -11.8% | +2.0% | -8.3% |
| 6M | -18.0% | -8.8% | -9.2% | -17.1% |
| YTD | -7.2% | -22.8% | +15.6% | -4.4% |
| 1Y | +2.9% | -24.1% | +27.0% | +6.0% |
| 3Y | -11.1% | +0.4% | -11.5% | -13.0% |
| 5Y | +61.8% | -8.7% | +70.4% | +56.2% |
| 10Y | -75.2% | +8.3% | -83.5% | -77.6% |
| All | +128.7% | +1,232.2% | -1,103.4% | +61.9% |
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