+143.2%
PFE vs WYNN
+1,203.4%
-1,060.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.2% |
| 7D | -4.3% | -1.4% | -2.9% | -4.1% |
| 30D | +2.7% | -11.8% | +14.5% | +4.2% |
| 3M | +10.0% | -15.8% | +25.8% | +12.2% |
| 6M | +7.2% | -10.7% | +17.9% | +8.4% |
| YTD | +17.3% | -24.5% | +41.8% | +21.0% |
| 1Y | +20.3% | -25.0% | +45.3% | +23.9% |
| 3Y | -1.6% | -1.8% | +0.1% | -3.2% |
| 5Y | -21.4% | -10.0% | -11.3% | -24.0% |
| 10Y | +35.2% | +3.2% | +32.1% | +18.5% |
| All | +143.2% | +1,203.4% | -1,060.2% | +47.9% |
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