+49.6%
PFE vs WING
+742.9%
-693.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -0.9% |
| 7D | -4.7% | +8.6% | -13.2% | -5.0% |
| 30D | +3.4% | +44.8% | -41.4% | +1.7% |
| 3M | +9.2% | +51.9% | -42.7% | +7.1% |
| 6M | +15.8% | +37.2% | -21.4% | +13.8% |
| YTD | +23.4% | -25.3% | +48.7% | +24.2% |
| 1Y | +25.8% | -25.1% | +50.9% | +26.5% |
| 3Y | +17.8% | -12.9% | +30.8% | +15.1% |
| 5Y | -20.2% | +12.0% | -32.2% | -24.6% |
| 10Y | +49.6% | +716.5% | -666.9% | +25.0% |
| All | +49.6% | +742.9% | -693.3% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling