-5.1%
WYNN vs PSLV
+190.6%
-195.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.2% | -3.5% | -0.7% | -3.6% |
| 30D | -14.6% | -2.1% | -12.5% | -14.4% |
| 3M | -18.4% | -1.6% | -16.8% | -18.6% |
| 6M | -11.9% | -25.5% | +13.6% | -7.8% |
| YTD | -26.6% | -11.4% | -15.2% | -28.8% |
| 1Y | -28.5% | +48.6% | -77.1% | -40.3% |
| 3Y | -5.1% | +166.9% | -172.0% | -34.0% |
| 5Y | -10.5% | +152.4% | -162.9% | -37.8% |
| All | -5.1% | +190.6% | -195.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling