+267.7%
PR vs WYNN
-6.8%
+274.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +0.5% |
| 7D | +6.0% | +2.3% | +3.6% | +5.1% |
| 30D | -4.2% | +15.4% | -19.6% | -8.9% |
| 3M | +10.0% | -16.7% | +26.7% | +15.8% |
| 6M | +15.6% | -11.1% | +26.8% | +18.4% |
| YTD | +68.2% | -28.8% | +97.0% | +84.3% |
| 1Y | +79.2% | -30.2% | +109.4% | +97.2% |
| 3Y | +94.9% | +3.8% | +91.2% | +76.1% |
| All | +267.7% | -6.8% | +274.5% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling