+172.5%
PR vs WYNN
+5.3%
+167.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | +11.3% | -11.8% | +23.0% | +17.5% |
| 3M | +24.1% | -15.8% | +39.9% | +33.2% |
| 6M | +25.4% | -10.7% | +36.1% | +29.3% |
| YTD | +71.2% | -24.5% | +95.7% | +90.0% |
| 1Y | +78.6% | -25.0% | +103.7% | +95.4% |
| 3Y | +85.2% | -1.8% | +87.0% | +69.7% |
| 5Y | +419.0% | -10.0% | +429.0% | +359.7% |
| 10Y | +86.2% | +3.2% | +83.1% | +71.4% |
| All | +172.5% | +5.3% | +167.2% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling