+557.2%
PHM vs WYNN
+1.1%
+556.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -5.0% | -4.2% | -0.8% | -3.8% |
| 30D | -8.4% | -14.6% | +6.2% | -4.2% |
| 3M | -4.4% | -18.4% | +14.0% | +1.2% |
| 6M | -3.7% | -11.9% | +8.2% | -0.3% |
| YTD | +1.3% | -26.6% | +27.9% | +10.3% |
| 1Y | -14.0% | -28.5% | +14.5% | -6.3% |
| 3Y | +48.1% | -5.1% | +53.2% | +45.3% |
| 5Y | +158.8% | -10.5% | +169.3% | +146.3% |
| All | +557.2% | +1.1% | +556.1% | +415.1% |
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