+115.2%
PCAR vs WING
+0.4%
+114.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +4.9% | -2.5% | +7.4% | +5.2% |
| 30D | -1.4% | +29.5% | -31.0% | -4.5% |
| 3M | -18.1% | +40.2% | -58.3% | -21.8% |
| 6M | -4.0% | +32.7% | -36.7% | -8.3% |
| YTD | -1.5% | -32.8% | +31.3% | +1.8% |
| 1Y | +13.2% | -31.7% | +44.9% | +16.5% |
| 3Y | +35.8% | -24.7% | +60.5% | +31.0% |
| All | +115.2% | +0.4% | +114.8% | +84.2% |
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 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