+2,048.2%
PTC vs WYNN
+1,203.4%
+844.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.7% |
| 7D | -13.6% | -1.4% | -12.2% | -13.2% |
| 30D | -14.7% | -11.8% | -2.9% | -11.8% |
| 3M | -5.9% | -15.8% | +9.9% | -1.8% |
| 6M | -21.1% | -10.7% | -10.4% | -19.2% |
| YTD | -26.0% | -24.5% | -1.5% | -20.8% |
| 1Y | -36.8% | -25.0% | -11.8% | -32.7% |
| 3Y | -10.3% | -1.8% | -8.5% | -13.6% |
| 5Y | +1.2% | -10.0% | +11.2% | -4.6% |
| 10Y | +198.3% | +3.2% | +195.1% | +135.2% |
| All | +2,048.2% | +1,203.4% | +844.7% | +737.0% |
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