+54.5%
PCG vs WING
-34.0%
+88.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -13.9% | -3.9% | -10.0% | -13.6% |
| 30D | -16.9% | -11.6% | -5.3% | -16.3% |
| 3M | -14.7% | -24.2% | +9.5% | -13.5% |
| 6M | -23.8% | -54.1% | +30.2% | -20.1% |
| YTD | -10.5% | -53.9% | +43.4% | -6.6% |
| 1Y | -5.1% | -64.4% | +59.2% | +0.8% |
| 3Y | -11.6% | -30.2% | +18.6% | -18.1% |
| All | +54.5% | -34.0% | +88.4% | +35.4% |
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 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