+1,176.3%
WYNN vs PFG
+710.3%
+466.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.0% |
| 30D | -15.4% | +2.5% | -17.9% | -16.7% |
| 3M | -15.8% | +6.1% | -21.9% | -18.7% |
| 6M | -13.5% | +31.3% | -44.8% | -25.2% |
| YTD | -26.0% | +33.6% | -59.5% | -36.5% |
| 1Y | -27.4% | +48.5% | -75.9% | -41.2% |
| 3Y | -3.7% | +69.6% | -73.3% | -27.9% |
| 5Y | -9.8% | +111.5% | -121.2% | -39.5% |
| 10Y | +1.1% | +244.2% | -243.1% | -46.0% |
| All | +1,176.3% | +710.3% | +466.0% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling