+24.1%
PPG vs WYNN
+1.1%
+22.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -6.2% | -4.2% | -2.1% | -5.2% |
| 30D | -7.9% | -14.6% | +6.7% | -4.0% |
| 3M | -10.2% | -18.4% | +8.2% | -5.4% |
| 6M | +2.7% | -11.9% | +14.6% | +6.0% |
| YTD | +4.9% | -26.6% | +31.5% | +13.2% |
| 1Y | -3.2% | -28.5% | +25.3% | +4.5% |
| 3Y | -17.0% | -5.1% | -11.9% | -18.7% |
| 5Y | -23.3% | -10.5% | -12.8% | -26.9% |
| All | +24.1% | +1.1% | +22.9% | +6.1% |
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