-17.5%
PINS vs WYNN
-31.3%
+13.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -5.2% | +1.8% | -7.0% | -5.9% |
| 30D | -14.9% | -9.8% | -5.1% | -11.5% |
| 3M | -8.4% | -11.8% | +3.4% | -4.2% |
| 6M | +0.6% | -8.8% | +9.4% | +3.7% |
| YTD | -22.2% | -22.8% | +0.6% | -15.3% |
| 1Y | -46.9% | -24.1% | -22.8% | -42.5% |
| 3Y | -26.9% | +0.4% | -27.3% | -31.1% |
| 5Y | -63.0% | -8.7% | -54.3% | -66.1% |
| All | -17.5% | -31.3% | +13.8% | -11.8% |
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 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