+679.6%
PBR vs WING
+405.9%
+273.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +8.6% | -3.9% | +12.4% | +9.3% |
| 30D | +12.8% | -11.6% | +24.4% | +14.7% |
| 3M | +14.7% | -24.2% | +38.9% | +19.0% |
| 6M | +25.2% | -54.1% | +79.2% | +40.8% |
| YTD | +77.1% | -53.9% | +131.0% | +96.6% |
| 1Y | +69.6% | -64.4% | +133.9% | +96.6% |
| 3Y | +95.6% | -30.2% | +125.8% | +81.0% |
| 5Y | +501.8% | -34.1% | +535.9% | +432.9% |
| 10Y | +640.6% | +342.1% | +298.4% | +184.7% |
| All | +679.6% | +405.9% | +273.8% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling