+2,217.7%
PSA vs WYNN
+1,166.9%
+1,050.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -1.0% |
| 30D | -8.4% | -14.6% | +6.3% | -5.4% |
| 3M | -7.8% | -18.4% | +10.6% | -4.0% |
| 6M | +0.8% | -11.9% | +12.7% | +3.2% |
| YTD | +16.5% | -26.6% | +43.1% | +23.5% |
| 1Y | +4.7% | -28.5% | +33.2% | +11.0% |
| 3Y | +21.1% | -5.1% | +26.2% | +18.3% |
| 5Y | +14.2% | -10.5% | +24.7% | +7.3% |
| 10Y | +102.6% | +0.3% | +102.3% | +51.3% |
| All | +2,217.7% | +1,166.9% | +1,050.9% | +875.4% |
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