-68.6%
PCG vs WING
+405.9%
-474.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -13.9% | -3.9% | -10.0% | -13.4% |
| 30D | -16.9% | -11.6% | -5.3% | -15.8% |
| 3M | -14.7% | -24.2% | +9.5% | -12.4% |
| 6M | -23.8% | -54.1% | +30.2% | -17.3% |
| YTD | -10.5% | -53.9% | +43.4% | -3.6% |
| 1Y | -5.1% | -64.4% | +59.2% | +5.2% |
| 3Y | -11.6% | -30.2% | +18.6% | -16.5% |
| 5Y | +59.0% | -34.1% | +93.1% | +45.9% |
| 10Y | -75.7% | +342.1% | -417.9% | -83.6% |
| All | -68.6% | +405.9% | -474.5% | -79.1% |
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