+0.7%
PFE vs WING
-28.1%
+28.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | -3.9% | +5.6% | +1.8% |
| 30D | +10.2% | -11.6% | +21.8% | +10.3% |
| 3M | +12.7% | -24.2% | +36.9% | +12.8% |
| 6M | +10.5% | -54.1% | +64.6% | +11.4% |
| YTD | +20.2% | -53.9% | +74.1% | +20.9% |
| 1Y | +24.1% | -64.4% | +88.4% | +25.0% |
| All | +0.7% | -28.1% | +28.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling