+2,856.4%
PGR vs WYNN
+1,166.9%
+1,689.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.6% | -4.2% | +3.6% | 0.0% |
| 30D | +4.9% | -14.6% | +19.6% | +7.5% |
| 3M | +7.6% | -18.4% | +26.1% | +11.0% |
| 6M | +8.3% | -11.9% | +20.2% | +10.0% |
| YTD | +1.7% | -26.6% | +28.3% | +6.2% |
| 1Y | -6.8% | -28.5% | +21.7% | -2.8% |
| 3Y | +73.4% | -5.1% | +78.6% | +68.7% |
| 5Y | +161.2% | -10.5% | +171.7% | +146.7% |
| 10Y | +819.5% | +0.3% | +819.2% | +647.3% |
| All | +2,856.4% | +1,166.9% | +1,689.5% | +1,338.3% |
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