+1.3%
WYNN vs PENG
+227.7%
-226.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +4.7% | +34.6% | -29.9% | +1.0% |
| 30D | +9.7% | -35.9% | +45.6% | +14.4% |
| 3M | -19.2% | -14.7% | -4.5% | -19.4% |
| 6M | -14.2% | +13.5% | -27.7% | -22.2% |
| YTD | -30.5% | +156.1% | -186.6% | -47.9% |
| 1Y | -33.0% | +141.3% | -174.3% | -49.3% |
| All | +1.3% | +227.7% | -226.4% | -31.1% |
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