+35.6%
PFE vs WING
-23.2%
+58.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.6% |
| 7D | +4.6% | +21.0% | -16.4% | +4.4% |
| 30D | +12.3% | +56.9% | -44.6% | +12.1% |
| 3M | +21.2% | +38.4% | -17.2% | +20.9% |
| 6M | +21.1% | +12.0% | +9.1% | +20.9% |
| YTD | +30.0% | -29.2% | +59.3% | +29.8% |
| 1Y | +35.6% | -28.8% | +64.4% | +34.6% |
| All | +35.6% | -23.2% | +58.8% | +34.6% |
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 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