+89.9%
PR vs WYNN
-4.3%
+94.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | -0.2% | -3.4% | +3.3% | +0.6% |
| 30D | +10.4% | -15.4% | +25.9% | +14.8% |
| 3M | +21.1% | -15.8% | +36.9% | +25.8% |
| 6M | +28.8% | -13.5% | +42.2% | +31.9% |
| YTD | +71.8% | -26.0% | +97.8% | +84.2% |
| 1Y | +73.3% | -27.4% | +100.7% | +84.5% |
| All | +89.9% | -4.3% | +94.1% | +71.0% |
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