-72.8%
PLUG vs WYNN
-2.3%
-70.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.8% |
| 7D | +3.8% | -1.4% | +5.2% | +4.7% |
| 30D | +2.8% | -11.8% | +14.6% | +10.0% |
| 3M | -25.4% | -15.8% | -9.6% | -18.4% |
| 6M | -0.5% | -10.7% | +10.2% | +4.2% |
| YTD | +10.2% | -24.5% | +34.6% | +27.3% |
| 1Y | +53.9% | -25.0% | +78.9% | +73.5% |
| All | -72.8% | -2.3% | -70.5% | -76.6% |
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