-23.8%
PFE vs WING
+0.4%
-24.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -1.7% | -2.5% | +0.8% | -1.7% |
| 30D | +0.3% | +29.5% | -29.2% | -0.2% |
| 3M | +9.4% | +40.2% | -30.8% | +8.5% |
| 6M | +14.9% | +32.7% | -17.8% | +14.0% |
| YTD | +23.8% | -32.8% | +56.6% | +24.5% |
| 1Y | +19.5% | -31.7% | +51.2% | +20.1% |
| 3Y | +21.0% | -24.7% | +45.8% | +19.0% |
| All | -23.8% | +0.4% | -24.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling