+57.9%
PPL vs WYNN
+2.9%
+55.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | +2.6% | +15.4% | -12.7% | +2.2% |
| 3M | +0.8% | -16.7% | +17.5% | +1.3% |
| 6M | +1.4% | -11.1% | +12.6% | +1.7% |
| YTD | +4.3% | -28.8% | +33.1% | +5.3% |
| 1Y | +0.8% | -30.2% | +31.0% | +1.8% |
| 3Y | +57.9% | +3.8% | +54.1% | +49.2% |
| All | +57.9% | +2.9% | +55.0% | +49.2% |
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