-6.8%
PEG vs WING
-65.5%
+58.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.2% |
| 7D | +0.7% | -3.9% | +4.5% | +0.7% |
| 30D | -2.4% | -11.6% | +9.1% | -2.5% |
| 3M | -4.8% | -24.2% | +19.4% | -4.8% |
| 6M | -10.7% | -54.1% | +43.4% | -11.9% |
| YTD | -6.7% | -53.9% | +47.2% | -8.2% |
| 1Y | -6.8% | -64.4% | +57.5% | -10.5% |
| All | -6.8% | -65.5% | +58.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling