+44.3%
PRU vs WYNN
-11.0%
+55.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -2.3% | -4.2% | +1.9% | -1.2% |
| 30D | -1.7% | -14.6% | +12.9% | +2.1% |
| 3M | +13.2% | -18.4% | +31.7% | +18.8% |
| 6M | +28.8% | -11.9% | +40.7% | +32.1% |
| YTD | +9.8% | -26.6% | +36.4% | +17.7% |
| 1Y | +17.4% | -28.5% | +45.9% | +25.8% |
| 3Y | +44.9% | -5.1% | +50.0% | +39.5% |
| All | +44.3% | -11.0% | +55.3% | +36.3% |
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