+28.5%
WYNN vs PSLV
+109.5%
-81.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| YTD | -26.6% | -11.4% | -15.2% | -28.0% |
| 1Y | -28.5% | +48.6% | -77.1% | -37.8% |
| 3Y | -5.1% | +166.9% | -172.0% | -28.2% |
| 5Y | -10.5% | +152.4% | -162.9% | -32.2% |
| 10Y | +0.3% | +187.8% | -187.5% | -30.1% |
| All | +28.5% | +109.5% | -81.0% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling