-8.7%
PTC vs WYNN
-5.1%
-3.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -7.3% | -4.2% | -3.1% | -6.4% |
| 30D | -11.6% | -14.6% | +3.0% | -8.6% |
| 3M | +10.5% | -18.4% | +28.9% | +15.2% |
| 6M | -17.8% | -11.9% | -5.9% | -16.1% |
| YTD | -24.9% | -26.6% | +1.7% | -20.1% |
| 1Y | -36.8% | -28.5% | -8.3% | -32.7% |
| 3Y | -8.7% | -5.1% | -3.6% | -14.8% |
| All | -8.7% | -5.1% | -3.7% | -14.8% |
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