-21.9%
PINS vs WYNN
-34.6%
+12.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.8% |
| 7D | -6.6% | -4.2% | -2.4% | -5.0% |
| 30D | -16.8% | -14.6% | -2.2% | -11.6% |
| 3M | -11.4% | -18.4% | +7.0% | -4.4% |
| 6M | -1.7% | -11.9% | +10.2% | +2.7% |
| YTD | -26.4% | -26.6% | +0.2% | -18.3% |
| 1Y | -45.5% | -28.5% | -17.0% | -39.5% |
| 3Y | -31.7% | -5.1% | -26.6% | -34.2% |
| 5Y | -64.9% | -10.5% | -54.4% | -67.5% |
| All | -21.9% | -34.6% | +12.7% | -15.0% |
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