-20.1%
PCOR vs WING
+4.1%
-24.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.4% |
| 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% | +10.6% |
| 1Y | -4.8% | -32.7% | +28.0% | +2.0% |
| 3Y | +48.3% | -19.8% | +68.2% | +26.5% |
| All | -20.1% | +4.1% | -24.2% | -41.2% |
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