-19.8%
PCOR vs WING
+7.0%
-26.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +23.7% | +14.0% | +9.7% | +19.3% |
| 30D | +39.0% | +47.7% | -8.7% | +23.9% |
| 3M | +35.8% | +34.2% | +1.6% | +23.1% |
| 6M | +38.2% | +13.6% | +24.7% | +29.9% |
| YTD | +3.9% | -30.0% | +34.0% | +10.5% |
| 1Y | +5.7% | -33.9% | +39.6% | +13.9% |
| 3Y | +44.8% | -18.7% | +63.5% | +23.0% |
| 5Y | -19.8% | +5.5% | -25.3% | -42.6% |
| All | -19.8% | +7.0% | -26.8% | -42.6% |
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