+1.6%
PTC vs WYNN
-32.5%
+34.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -0.6% |
| 7D | +0.1% | +15.4% | -15.3% | -2.9% |
| 30D | +1.5% | +6.8% | -5.2% | +0.1% |
| 3M | +37.8% | -15.4% | +53.1% | +41.2% |
| 6M | +41.2% | -20.0% | +61.2% | +45.6% |
| YTD | +12.0% | -31.0% | +43.1% | +19.3% |
| 1Y | +1.6% | -31.5% | +33.1% | +7.2% |
| All | +1.6% | -32.5% | +34.1% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling