-14.6%
PCOR vs WING
-29.7%
+15.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | -9.0% | -3.9% | -5.1% | -8.4% |
| 30D | +4.2% | -11.6% | +15.7% | +5.8% |
| 3M | +14.4% | -24.2% | +38.6% | +18.7% |
| 6M | +0.2% | -54.1% | +54.2% | +12.7% |
| YTD | -20.3% | -53.9% | +33.7% | -11.1% |
| 1Y | -16.1% | -64.4% | +48.2% | -1.7% |
| All | -14.6% | -29.7% | +15.0% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling