+3.7%
PEP vs WYNN
-32.5%
+36.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +3.0% |
| 7D | +7.4% | +15.4% | -8.0% | +5.7% |
| 30D | +13.3% | +6.8% | +6.6% | +12.4% |
| 3M | +3.5% | -15.4% | +18.9% | +4.7% |
| 6M | -5.9% | -20.0% | +14.0% | -4.4% |
| YTD | +2.3% | -31.0% | +33.3% | +5.2% |
| 1Y | +3.7% | -31.5% | +35.2% | +7.1% |
| All | +3.7% | -32.5% | +36.2% | +7.1% |
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