+1.6%
PG vs WING
-25.6%
+27.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +1.5% |
| 7D | -0.8% | +7.2% | -8.0% | -1.0% |
| 30D | +0.8% | +4.8% | -4.0% | +0.7% |
| 3M | -1.3% | -23.7% | +22.3% | -0.8% |
| 6M | -3.8% | -43.6% | +39.8% | -3.0% |
| YTD | +3.6% | -50.6% | +54.2% | +4.4% |
| 1Y | -5.7% | -57.0% | +51.3% | -4.9% |
| 3Y | +1.6% | -28.3% | +29.9% | -1.7% |
| All | +1.6% | -25.6% | +27.1% | -1.7% |
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