+255.7%
PCAR vs WING
+656.3%
-400.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | +0.1% | +9.0% | -9.0% | -1.2% |
| 30D | -4.6% | +39.9% | -44.5% | -9.2% |
| 3M | -22.6% | +40.4% | -63.0% | -26.8% |
| 6M | -12.0% | +12.9% | -24.9% | -14.7% |
| YTD | -6.1% | -31.1% | +25.0% | -3.2% |
| 1Y | +6.3% | -32.7% | +39.0% | +9.8% |
| 3Y | +31.8% | -19.8% | +51.6% | +26.6% |
| 5Y | +104.2% | +4.0% | +100.2% | +80.5% |
| 10Y | +302.9% | +684.4% | -381.5% | +124.4% |
| All | +255.7% | +656.3% | -400.6% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling