+141.2%
PH vs WYNN
-5.1%
+146.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.3% | -4.2% | +2.9% | +0.1% |
| 30D | -11.0% | -14.6% | +3.6% | -6.3% |
| 3M | +5.5% | -18.4% | +23.9% | +12.5% |
| 6M | +1.5% | -11.9% | +13.4% | +5.0% |
| YTD | +8.8% | -26.6% | +35.4% | +19.4% |
| 1Y | +24.5% | -28.5% | +53.0% | +36.5% |
| 3Y | +141.2% | -5.1% | +146.3% | +117.8% |
| All | +141.2% | -5.1% | +146.2% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling