+792.3%
PH vs WING
+341.7%
+450.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -10.8% | -6.0% | -4.8% | -10.1% |
| 3M | +8.5% | -23.5% | +31.9% | +13.1% |
| 6M | +3.9% | -52.0% | +55.9% | +18.1% |
| YTD | +9.4% | -53.8% | +63.2% | +23.9% |
| 1Y | +26.8% | -63.8% | +90.6% | +50.1% |
| 3Y | +140.8% | -30.8% | +171.6% | +129.7% |
| 5Y | +253.8% | -34.3% | +288.1% | +224.5% |
| 10Y | +792.3% | +352.4% | +440.0% | +397.7% |
| All | +792.3% | +341.7% | +450.6% | +397.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling