+778.2%
PM vs WYNN
+61.9%
+716.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | -0.2% | -11.8% | +11.6% | +1.3% |
| 3M | +4.9% | -15.8% | +20.7% | +7.0% |
| 6M | +9.0% | -10.7% | +19.7% | +10.2% |
| YTD | +17.8% | -24.5% | +42.3% | +21.2% |
| 1Y | +16.8% | -25.0% | +41.8% | +20.0% |
| 3Y | +125.4% | -1.8% | +127.2% | +120.3% |
| 5Y | +128.7% | -10.0% | +138.7% | +120.0% |
| 10Y | +211.8% | +3.2% | +208.7% | +172.7% |
| All | +778.2% | +61.9% | +716.2% | +578.6% |
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 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