-34.1%
PCOR vs WING
-13.3%
-20.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -9.0% | -3.9% | -5.1% | -8.0% |
| 30D | +4.2% | -11.6% | +15.7% | +7.2% |
| 3M | +14.4% | -24.2% | +38.6% | +22.1% |
| 6M | +0.2% | -54.1% | +54.2% | +23.1% |
| YTD | -20.3% | -53.9% | +33.7% | -3.8% |
| 1Y | -16.1% | -64.4% | +48.2% | +9.3% |
| 3Y | -14.7% | -30.2% | +15.5% | -27.4% |
| 5Y | -43.2% | -34.1% | -9.0% | -55.4% |
| All | -34.1% | -13.3% | -20.8% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling