-13.3%
PCOR vs WING
+34.6%
-48.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.9% |
| 7D | +20.7% | +5.0% | +15.8% | +19.1% |
| 30D | +35.7% | +38.7% | -3.0% | +23.0% |
| 3M | +31.1% | +44.7% | -13.7% | +16.2% |
| 6M | +43.1% | +31.5% | +11.6% | +28.7% |
| YTD | +4.8% | -28.4% | +33.3% | +10.5% |
| 1Y | -3.7% | -28.2% | +24.5% | +0.9% |
| 3Y | +46.5% | -18.4% | +65.0% | +26.2% |
| 5Y | -17.3% | +5.2% | -22.5% | -44.2% |
| All | -13.3% | +34.6% | -48.0% | -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