+797.8%
PH vs WYNN
+1.1%
+796.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.3% | -4.2% | +2.9% | +0.2% |
| 30D | -11.0% | -14.6% | +3.6% | -5.9% |
| 3M | +5.5% | -18.4% | +23.9% | +13.0% |
| 6M | +1.5% | -11.9% | +13.4% | +5.3% |
| YTD | +8.8% | -26.6% | +35.4% | +20.0% |
| 1Y | +24.5% | -28.5% | +53.0% | +37.3% |
| 3Y | +141.2% | -5.1% | +146.3% | +133.3% |
| 5Y | +256.3% | -10.5% | +266.8% | +230.8% |
| All | +797.8% | +1.1% | +796.7% | +641.4% |
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