+506.3%
PL vs WYNN
-2.3%
+508.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.4% |
| 7D | -13.9% | -1.4% | -12.4% | -13.3% |
| 30D | -25.5% | -11.8% | -13.7% | -21.6% |
| 3M | -44.8% | -15.8% | -28.9% | -40.9% |
| 6M | -33.3% | -10.7% | -22.6% | -31.4% |
| YTD | -12.7% | -24.5% | +11.8% | -3.1% |
| 1Y | +90.9% | -25.0% | +115.9% | +111.0% |
| All | +506.3% | -2.3% | +508.7% | +421.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling