+172.0%
PEG vs WING
+405.9%
-233.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +0.7% | -3.9% | +4.5% | +1.0% |
| 30D | -2.4% | -11.6% | +9.1% | -1.6% |
| 3M | -4.8% | -24.2% | +19.4% | -2.9% |
| 6M | -10.7% | -54.1% | +43.4% | -5.4% |
| YTD | -6.7% | -53.9% | +47.2% | -1.7% |
| 1Y | -6.8% | -64.4% | +57.5% | +0.1% |
| 3Y | +34.5% | -30.2% | +64.7% | +30.4% |
| 5Y | +35.8% | -34.1% | +69.9% | +29.3% |
| 10Y | +141.7% | +342.1% | -200.4% | +81.2% |
| All | +172.0% | +405.9% | -233.9% | +101.9% |
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