-21.0%
WYNN vs PENG
+710.3%
-731.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.9% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -15.4% | -15.2% | -0.2% | -12.4% |
| 3M | -15.8% | -16.9% | +1.1% | -15.8% |
| 6M | -13.5% | +161.5% | -175.0% | -38.6% |
| YTD | -26.0% | +148.6% | -174.6% | -47.1% |
| 1Y | -27.4% | +89.6% | -117.0% | -44.8% |
| 3Y | -3.7% | +99.8% | -103.5% | -35.9% |
| 5Y | -9.8% | +100.9% | -110.7% | -42.3% |
| All | -21.0% | +710.3% | -731.3% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling