+8.1%
PCG vs WING
-2.2%
+10.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.7% |
| 7D | -2.0% | -3.9% | +1.9% | -1.7% |
| 30D | -2.7% | +26.6% | -29.3% | -4.5% |
| 3M | -25.1% | +42.5% | -67.6% | -27.2% |
| 6M | -22.3% | +29.4% | -51.7% | -24.3% |
| YTD | -18.5% | -32.8% | +14.3% | -17.2% |
| 1Y | -21.8% | -33.5% | +11.6% | -20.6% |
| 3Y | -21.0% | -23.4% | +2.3% | -26.0% |
| 5Y | +8.1% | -0.4% | +8.5% | -4.8% |
| All | +8.1% | -2.2% | +10.2% | -4.8% |
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