+73.3%
PR vs WYNN
-26.8%
+100.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.1% |
| 7D | -0.2% | -3.4% | +3.3% | -0.5% |
| 30D | +10.4% | -15.4% | +25.9% | +8.6% |
| 3M | +21.1% | -15.8% | +36.9% | +19.4% |
| 6M | +28.8% | -13.5% | +42.2% | +27.3% |
| YTD | +71.8% | -26.0% | +97.8% | +69.6% |
| 1Y | +73.3% | -27.4% | +100.7% | +70.8% |
| All | +73.3% | -26.8% | +100.1% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling