+454.9%
PBR vs WING
+0.4%
+454.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -1.0% | -2.5% | +1.5% | -1.0% |
| 30D | -29.3% | +29.5% | -58.8% | -29.8% |
| 3M | +5.5% | +40.2% | -34.6% | +4.4% |
| 6M | -2.9% | +32.7% | -35.6% | -4.1% |
| YTD | +61.5% | -32.8% | +94.3% | +63.2% |
| 1Y | +46.9% | -31.7% | +78.6% | +48.1% |
| 3Y | +66.4% | -24.7% | +91.2% | +64.2% |
| All | +454.9% | +0.4% | +454.5% | +450.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling