-5.3%
PG vs WING
-65.5%
+60.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | +1.9% | -3.9% | +5.7% | +2.0% |
| 30D | -0.2% | -11.6% | +11.3% | +0.1% |
| 3M | +4.8% | -24.2% | +29.0% | +5.7% |
| 6M | -6.1% | -54.1% | +48.0% | -5.2% |
| YTD | +4.5% | -53.9% | +58.4% | +5.1% |
| 1Y | -5.3% | -64.4% | +59.0% | -6.1% |
| All | -5.3% | -65.5% | +60.2% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling