+396.6%
PFGC vs WYNN
+87.1%
+309.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -3.5% |
| 30D | -17.2% | -15.4% | -1.8% | -11.5% |
| 3M | -6.3% | -15.8% | +9.4% | 0.0% |
| 6M | +8.8% | -13.5% | +22.3% | +14.7% |
| YTD | +4.9% | -26.0% | +30.9% | +16.7% |
| 1Y | -9.5% | -27.4% | +17.9% | +0.4% |
| 3Y | +59.6% | -3.7% | +63.3% | +50.0% |
| 5Y | +113.5% | -9.8% | +123.3% | +92.9% |
| 10Y | +292.8% | +1.1% | +291.7% | +218.0% |
| All | +396.6% | +87.1% | +309.5% | +260.5% |
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