+421.8%
PR vs WYNN
-12.8%
+434.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | -0.2% | -3.4% | +3.3% | +0.9% |
| 30D | +10.4% | -15.4% | +25.9% | +16.3% |
| 3M | +21.1% | -15.8% | +36.9% | +27.4% |
| 6M | +28.8% | -13.5% | +42.2% | +33.0% |
| YTD | +71.8% | -26.0% | +97.8% | +86.8% |
| 1Y | +73.3% | -27.4% | +100.7% | +87.3% |
| 3Y | +85.9% | -3.7% | +89.6% | +73.9% |
| 5Y | +421.8% | -9.8% | +431.5% | +377.0% |
| All | +421.8% | -12.8% | +434.6% | +377.0% |
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 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