+72.9%
PBR vs WING
-23.2%
+96.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.7% | -10.7% | -6.6% |
| 7D | -11.0% | +21.0% | -31.9% | -9.5% |
| 30D | -18.8% | +56.9% | -75.7% | -15.7% |
| 3M | +7.8% | +38.4% | -30.5% | +11.3% |
| 6M | -7.6% | +12.0% | -19.6% | -5.9% |
| YTD | +72.7% | -29.2% | +101.9% | +69.6% |
| 1Y | +72.9% | -28.8% | +101.8% | +71.1% |
| All | +72.9% | -23.2% | +96.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling