+143.4%
PEG vs WYNN
+1.1%
+142.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | -4.2% | +3.3% | -0.4% |
| 30D | -3.7% | -14.6% | +10.9% | -2.1% |
| 3M | -7.3% | -18.4% | +11.1% | -5.3% |
| 6M | -10.5% | -11.9% | +1.4% | -9.4% |
| YTD | -7.5% | -26.6% | +19.1% | -4.7% |
| 1Y | -8.7% | -28.5% | +19.8% | -5.9% |
| 3Y | +31.4% | -5.1% | +36.5% | +29.3% |
| 5Y | +37.8% | -10.5% | +48.3% | +33.2% |
| All | +143.4% | +1.1% | +142.3% | +120.5% |
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