+859.5%
PH vs WING
+719.8%
+139.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.2% | +2.6% |
| 7D | +3.0% | +8.6% | -5.5% | +1.4% |
| 30D | -0.6% | +44.8% | -45.4% | -7.7% |
| 3M | -10.7% | +51.9% | -62.7% | -18.5% |
| 6M | +9.1% | +37.2% | -28.2% | +0.4% |
| YTD | +9.5% | -25.3% | +34.8% | +12.1% |
| 1Y | +14.0% | -25.1% | +39.1% | +16.3% |
| 3Y | +138.9% | -12.9% | +151.8% | +121.3% |
| 5Y | +209.1% | +12.0% | +197.1% | +156.2% |
| 10Y | +737.3% | +716.5% | +20.8% | +320.5% |
| All | +859.5% | +719.8% | +139.7% | +368.4% |
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