+200.2%
PTC vs WYNN
+1.1%
+199.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -7.3% | -4.2% | -3.1% | -6.2% |
| 30D | -11.6% | -14.6% | +3.0% | -8.0% |
| 3M | +10.5% | -18.4% | +28.9% | +16.2% |
| 6M | -17.8% | -11.9% | -5.9% | -15.6% |
| YTD | -24.9% | -26.6% | +1.7% | -19.2% |
| 1Y | -36.8% | -28.5% | -8.3% | -32.0% |
| 3Y | -8.7% | -5.1% | -3.6% | -11.5% |
| 5Y | +4.1% | -10.5% | +14.6% | -2.1% |
| All | +200.2% | +1.1% | +199.0% | +154.4% |
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 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