+100.0%
PBR vs WING
-29.7%
+129.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | +17.5% | -5.6% | +23.2% | +17.6% |
| 3M | +20.9% | -22.9% | +43.8% | +21.3% |
| 6M | +20.2% | -50.4% | +70.7% | +22.1% |
| YTD | +84.3% | -53.3% | +137.6% | +86.8% |
| 1Y | +77.1% | -61.2% | +138.3% | +81.4% |
| All | +100.0% | -29.7% | +129.7% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling