-3.2%
PEG vs WING
+25.6%
-28.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.9% |
| 7D | +2.3% | -3.9% | +6.2% | +2.5% |
| 30D | +6.1% | +26.6% | -20.5% | +5.0% |
| 3M | -0.5% | +42.5% | -43.0% | -2.4% |
| 6M | -3.2% | +29.4% | -32.6% | -2.0% |
| All | -3.2% | +25.6% | -28.8% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling