+497.1%
PEP vs WYNN
+1,203.4%
-706.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.6% |
| 30D | +0.3% | -11.8% | +12.1% | +1.4% |
| 3M | -3.2% | -15.8% | +12.6% | -1.8% |
| 6M | -13.6% | -10.7% | -2.9% | -12.8% |
| YTD | -1.9% | -24.5% | +22.6% | +0.3% |
| 1Y | -0.6% | -25.0% | +24.4% | +1.5% |
| 3Y | -13.6% | -1.8% | -11.8% | -14.8% |
| 5Y | +3.2% | -10.0% | +13.3% | +0.5% |
| 10Y | +79.1% | +3.2% | +75.9% | +62.0% |
| All | +497.1% | +1,203.4% | -706.3% | +313.1% |
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 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