+172.3%
PCAR vs WING
-34.0%
+206.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -0.5% | -3.9% | +3.3% | -0.1% |
| 30D | -6.2% | -11.6% | +5.3% | -5.1% |
| 3M | +5.9% | -24.2% | +30.1% | +8.9% |
| 6M | +0.4% | -54.1% | +54.5% | +9.5% |
| YTD | +14.8% | -53.9% | +68.7% | +24.3% |
| 1Y | +30.1% | -64.4% | +94.5% | +45.1% |
| 3Y | +66.7% | -30.2% | +96.8% | +60.9% |
| All | +172.3% | -34.0% | +206.3% | +146.8% |
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