-0.4%
PL vs WYNN
-32.5%
+32.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.1% | -12.4% | -6.1% |
| 7D | -11.7% | +15.4% | -27.1% | -11.6% |
| 30D | -27.1% | +6.8% | -33.9% | -26.9% |
| 3M | -44.6% | -15.4% | -29.2% | -44.4% |
| 6M | -67.2% | -20.0% | -47.2% | -67.0% |
| YTD | -35.9% | -31.0% | -4.8% | -31.5% |
| 1Y | -0.4% | -31.5% | +31.1% | +2.3% |
| All | -0.4% | -32.5% | +32.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling