+21.1%
PSA vs WYNN
-5.1%
+26.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -1.2% |
| 30D | -8.4% | -14.6% | +6.3% | -6.1% |
| 3M | -7.8% | -18.4% | +10.6% | -4.9% |
| 6M | +0.8% | -11.9% | +12.7% | +2.6% |
| YTD | +16.5% | -26.6% | +43.1% | +21.5% |
| 1Y | +4.7% | -28.5% | +33.2% | +9.2% |
| 3Y | +21.1% | -5.1% | +26.2% | +17.9% |
| All | +21.1% | -5.1% | +26.1% | +17.9% |
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 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