-12.2%
WYNN vs PFG
+111.0%
-123.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.5% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -14.6% | +2.9% | -17.5% | -16.5% |
| 3M | -18.4% | +6.7% | -25.1% | -22.5% |
| 6M | -11.9% | +33.8% | -45.7% | -28.3% |
| YTD | -26.6% | +35.0% | -61.5% | -40.6% |
| 1Y | -28.5% | +46.4% | -74.9% | -45.6% |
| 3Y | -5.1% | +71.7% | -76.8% | -37.2% |
| All | -12.2% | +111.0% | -123.1% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling