-21.0%
PCG vs WING
-19.7%
-1.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -1.6% | +9.0% | -10.6% | -1.7% |
| 30D | +1.4% | +39.9% | -38.5% | +1.0% |
| 3M | -23.4% | +40.4% | -63.8% | -23.7% |
| 6M | -19.4% | +12.9% | -32.3% | -19.7% |
| YTD | -18.5% | -31.1% | +12.6% | -18.8% |
| 1Y | -19.5% | -32.7% | +13.2% | -19.9% |
| 3Y | -21.0% | -19.8% | -1.2% | -38.8% |
| All | -21.0% | -19.7% | -1.3% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling