+285.5%
PFGC vs WYNN
+1.1%
+284.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -4.8% | -4.2% | -0.6% | -2.9% |
| 30D | -12.5% | -14.6% | +2.1% | -6.2% |
| 3M | -9.7% | -18.4% | +8.7% | -1.5% |
| 6M | +7.0% | -11.9% | +18.9% | +12.5% |
| YTD | +4.5% | -26.6% | +31.1% | +18.1% |
| 1Y | -11.6% | -28.5% | +16.9% | -0.1% |
| 3Y | +58.5% | -5.1% | +63.6% | +48.0% |
| 5Y | +112.6% | -10.5% | +123.1% | +88.3% |
| All | +285.5% | +1.1% | +284.3% | +214.4% |
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