-14.4%
PCOR vs WING
+29.6%
-44.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +22.7% | +9.0% | +13.7% | +19.8% |
| 30D | +37.5% | +39.9% | -2.5% | +24.5% |
| 3M | +35.2% | +40.4% | -5.2% | +21.0% |
| 6M | +42.2% | +12.9% | +29.4% | +33.9% |
| YTD | +3.6% | -31.1% | +34.6% | +10.5% |
| 1Y | -4.8% | -32.7% | +28.0% | +2.0% |
| 3Y | +48.3% | -19.8% | +68.2% | +28.0% |
| 5Y | -20.1% | +4.0% | -24.0% | -45.8% |
| All | -14.4% | +29.6% | -44.0% | -46.7% |
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