+152.7%
PG vs WING
+407.0%
-254.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.1% | -6.0% | +5.9% | +0.1% |
| 3M | +1.1% | -23.5% | +24.6% | +2.4% |
| 6M | -3.8% | -52.0% | +48.2% | -0.1% |
| YTD | +3.8% | -53.8% | +57.6% | +7.6% |
| 1Y | -5.8% | -63.8% | +58.0% | -1.0% |
| 3Y | +3.0% | -30.8% | +33.8% | +1.1% |
| 5Y | +14.5% | -34.3% | +48.8% | +10.5% |
| 10Y | +117.8% | +352.4% | -234.6% | +77.7% |
| All | +152.7% | +407.0% | -254.3% | +102.5% |
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