-31.5%
WYNN vs PENG
+120.5%
-151.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.1% | +15.1% | +6.3% |
| 7D | +15.4% | -20.5% | +35.9% | +16.4% |
| 30D | +6.8% | -20.4% | +27.1% | +7.3% |
| 3M | -15.4% | -16.4% | +1.0% | -15.4% |
| 6M | -20.0% | +49.2% | -69.2% | -30.7% |
| YTD | -31.0% | +147.2% | -178.2% | -48.2% |
| 1Y | -31.5% | +124.7% | -156.1% | -47.5% |
| All | -31.5% | +120.5% | -151.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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