+62.8%
PNR vs WYNN
+1.1%
+61.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -6.0% | -4.2% | -1.8% | -4.9% |
| 30D | -14.0% | -14.6% | +0.6% | -10.3% |
| 3M | -21.7% | -18.4% | -3.3% | -17.5% |
| 6M | -37.3% | -11.9% | -25.4% | -35.4% |
| YTD | -45.1% | -26.6% | -18.5% | -40.8% |
| 1Y | -49.1% | -28.5% | -20.6% | -45.0% |
| 3Y | -14.8% | -5.1% | -9.7% | -16.6% |
| 5Y | -21.0% | -10.5% | -10.5% | -25.0% |
| All | +62.8% | +1.1% | +61.7% | +37.4% |
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 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