-12.2%
WYNN vs PEGA
-45.0%
+32.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -4.2% | -3.0% | -1.2% | -3.7% |
| 30D | -14.6% | +15.9% | -30.5% | -17.4% |
| 3M | -18.4% | +10.8% | -29.3% | -20.8% |
| 6M | -11.9% | -16.5% | +4.6% | -9.8% |
| YTD | -26.6% | -39.0% | +12.4% | -20.3% |
| 1Y | -28.5% | -37.3% | +8.7% | -23.3% |
| 3Y | -5.1% | +59.2% | -64.3% | -24.5% |
| All | -12.2% | -45.0% | +32.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 5y: compounded portfolio wealth divided by compounded PEGA 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…
5y analysis · Full analysis span regression · 6 months rolling