+48.9%
PFE vs WING
+656.3%
-607.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.6% |
| 7D | -3.7% | +9.0% | -12.8% | -4.1% |
| 30D | +5.0% | +39.9% | -35.0% | +3.0% |
| 3M | +12.2% | +40.4% | -28.2% | +9.9% |
| 6M | +14.6% | +12.9% | +1.7% | +13.3% |
| YTD | +24.1% | -31.1% | +55.2% | +25.6% |
| 1Y | +26.6% | -32.7% | +59.3% | +28.1% |
| 3Y | +14.3% | -19.8% | +34.1% | +11.7% |
| 5Y | -21.9% | +4.0% | -25.9% | -26.7% |
| 10Y | +62.6% | +684.4% | -621.8% | +15.9% |
| All | +48.9% | +656.3% | -607.5% | +4.1% |
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