+9.7%
PCAR vs WING
-28.4%
+38.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.4% |
| 7D | +3.8% | +5.0% | -1.1% | +3.5% |
| 30D | -2.0% | +38.7% | -40.7% | -3.7% |
| 3M | -19.1% | +44.7% | -63.8% | -20.8% |
| 6M | -6.8% | +31.5% | -38.3% | -8.4% |
| YTD | -2.5% | -28.4% | +25.9% | -0.2% |
| 1Y | +9.7% | -28.2% | +37.8% | +11.3% |
| All | +9.7% | -28.4% | +38.1% | +11.3% |
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