-4.7%
PEG vs WING
-33.3%
+28.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +4.5% | -2.5% | +7.0% | +4.6% |
| 30D | +7.5% | +29.5% | -22.0% | +7.1% |
| 3M | +0.8% | +40.2% | -39.3% | +0.2% |
| 6M | 0.0% | +32.7% | -32.7% | -0.2% |
| YTD | -3.0% | -32.8% | +29.8% | -5.6% |
| 1Y | -4.7% | -31.7% | +27.0% | -7.4% |
| All | -4.7% | -33.3% | +28.6% | -7.4% |
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