+39.5%
PL vs WYNN
-29.3%
+68.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.8% |
| 7D | +10.0% | +2.3% | +7.7% | +9.1% |
| 30D | -2.3% | +15.4% | -17.6% | -8.5% |
| 3M | -44.2% | -16.7% | -27.5% | -39.6% |
| 6M | -66.1% | -11.1% | -55.0% | -64.8% |
| YTD | -30.0% | -28.8% | -1.2% | -20.4% |
| 1Y | +21.0% | -30.2% | +51.2% | +38.5% |
| 3Y | +516.5% | +3.8% | +512.8% | +460.9% |
| 5Y | +32.0% | -6.2% | +38.2% | +17.1% |
| All | +39.5% | -29.3% | +68.8% | +22.5% |
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