-75.1%
PSKY vs WYNN
+1.1%
-76.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -2.4% | -4.2% | +1.8% | -0.9% |
| 30D | +11.6% | -14.6% | +26.2% | +17.7% |
| 3M | +1.5% | -18.4% | +19.9% | +8.6% |
| 6M | +7.7% | -11.9% | +19.6% | +11.6% |
| YTD | -20.1% | -26.6% | +6.5% | -12.1% |
| 1Y | -38.3% | -28.5% | -9.8% | -32.0% |
| 3Y | -17.7% | -5.1% | -12.6% | -20.7% |
| 5Y | -69.9% | -10.5% | -59.4% | -71.9% |
| All | -75.1% | +1.1% | -76.3% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling