+19.3%
PH vs WING
-23.2%
+42.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -3.8% |
| 7D | -0.2% | +21.0% | -21.2% | -0.8% |
| 30D | -6.7% | +56.9% | -63.6% | -8.0% |
| 3M | -8.1% | +38.4% | -46.5% | -9.1% |
| 6M | +5.3% | +12.0% | -6.6% | +5.3% |
| YTD | +4.2% | -29.2% | +33.4% | +6.3% |
| 1Y | +19.3% | -28.8% | +48.1% | +21.8% |
| All | +19.3% | -23.2% | +42.5% | +21.8% |
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