-18.2%
WYNN vs PENG
+762.7%
-780.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -1.6% |
| 7D | -3.9% | +4.5% | -8.4% | -5.0% |
| 30D | -9.3% | -7.1% | -2.2% | -8.1% |
| 3M | -11.4% | -27.3% | +15.8% | -8.8% |
| 6M | -11.0% | +169.6% | -180.5% | -37.2% |
| YTD | -23.4% | +164.6% | -188.0% | -46.0% |
| 1Y | -24.8% | +109.5% | -134.3% | -44.3% |
| 3Y | -7.1% | +98.9% | -106.0% | -37.8% |
| 5Y | -5.4% | +116.3% | -121.7% | -40.6% |
| All | -18.2% | +762.7% | -780.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling