-76.4%
PCG vs WING
+686.1%
-762.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -0.5% | +32.3% | -32.8% | -4.1% |
| 3M | -24.0% | +50.2% | -74.1% | -28.1% |
| 6M | -18.6% | +31.7% | -50.3% | -22.3% |
| YTD | -17.7% | -29.6% | +11.9% | -15.9% |
| 1Y | -20.0% | -29.7% | +9.7% | -18.4% |
| 3Y | -20.2% | -19.8% | -0.5% | -25.4% |
| 5Y | +8.4% | +3.1% | +5.3% | -7.3% |
| 10Y | -76.4% | +682.9% | -759.3% | -85.8% |
| All | -76.4% | +686.1% | -762.5% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling