+44.1%
PFE vs WING
+405.9%
-361.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | -3.9% | +5.6% | +2.0% |
| 30D | +10.2% | -11.6% | +21.8% | +10.8% |
| 3M | +12.7% | -24.2% | +36.9% | +14.0% |
| 6M | +10.5% | -54.1% | +64.6% | +14.8% |
| YTD | +20.2% | -53.9% | +74.1% | +24.4% |
| 1Y | +24.1% | -64.4% | +88.4% | +30.2% |
| 3Y | -3.6% | -30.2% | +26.6% | -5.7% |
| 5Y | -20.9% | -34.1% | +13.2% | -23.7% |
| 10Y | +35.8% | +342.1% | -306.3% | +1.6% |
| All | +44.1% | +405.9% | -361.7% | +3.1% |
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