-2.4%
WYNN vs PENG
+107.0%
-109.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.4% | +7.3% | -8.7% | -2.4% |
| 30D | -11.8% | -7.5% | -4.3% | -11.0% |
| 3M | -15.8% | -17.2% | +1.4% | -15.7% |
| 6M | -10.7% | +176.7% | -187.5% | -29.9% |
| YTD | -24.5% | +161.0% | -185.5% | -40.3% |
| 1Y | -25.0% | +108.8% | -133.9% | -38.8% |
| All | -2.4% | +107.0% | -109.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling