+293.0%
PCAR vs WING
+742.9%
-449.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +2.6% |
| 7D | +2.9% | +8.6% | -5.6% | +1.8% |
| 30D | -2.1% | +44.8% | -46.9% | -7.1% |
| 3M | -20.4% | +51.9% | -72.3% | -25.3% |
| 6M | -7.0% | +37.2% | -44.2% | -12.1% |
| YTD | -2.6% | -25.3% | +22.7% | -0.8% |
| 1Y | +9.8% | -25.1% | +34.9% | +11.7% |
| 3Y | +37.3% | -12.9% | +50.2% | +30.5% |
| 5Y | +116.4% | +12.0% | +104.4% | +89.8% |
| 10Y | +293.0% | +716.5% | -423.5% | +120.2% |
| All | +293.0% | +742.9% | -449.9% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling