+75.3%
PEP vs WYNN
+1.1%
+74.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.0% | -4.2% | +3.2% | -0.6% |
| 30D | -0.7% | -14.6% | +14.0% | +0.5% |
| 3M | -4.1% | -18.4% | +14.3% | -2.7% |
| 6M | -13.1% | -11.9% | -1.1% | -12.3% |
| YTD | -2.1% | -26.6% | +24.5% | 0.0% |
| 1Y | -1.7% | -28.5% | +26.9% | +0.5% |
| 3Y | -15.1% | -5.1% | -10.0% | -15.9% |
| 5Y | +3.1% | -10.5% | +13.6% | +0.9% |
| All | +75.3% | +1.1% | +74.1% | +62.4% |
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