+556.1%
PBR vs WING
-33.6%
+589.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.4% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | +17.5% | -5.6% | +23.2% | +17.7% |
| 3M | +20.9% | -22.9% | +43.8% | +21.7% |
| 6M | +20.2% | -50.4% | +70.7% | +22.8% |
| YTD | +84.3% | -53.3% | +137.6% | +88.1% |
| 1Y | +77.1% | -61.2% | +138.3% | +82.3% |
| 3Y | +100.8% | -30.1% | +130.9% | +97.5% |
| 5Y | +556.1% | -35.0% | +591.1% | +565.8% |
| All | +556.1% | -33.6% | +589.7% | +565.8% |
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