+9.5%
PCAR vs WING
-25.3%
+34.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +3.2% |
| 7D | +2.9% | +8.6% | -5.6% | +2.4% |
| 30D | -2.1% | +44.8% | -46.9% | -4.1% |
| 3M | -20.4% | +51.9% | -72.3% | -22.3% |
| 6M | -7.0% | +37.2% | -44.2% | -8.8% |
| YTD | -2.6% | -25.3% | +22.7% | -0.7% |
| All | +9.5% | -25.3% | +34.7% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling