+865.5%
PH vs WING
+405.9%
+459.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.1% | -3.9% | +0.8% | -2.4% |
| 30D | -3.2% | -11.6% | +8.3% | -1.4% |
| 3M | +10.6% | -24.2% | +34.8% | +15.5% |
| 6M | -2.1% | -54.1% | +51.9% | +12.2% |
| YTD | +10.2% | -53.9% | +64.1% | +24.7% |
| 1Y | +28.2% | -64.4% | +92.6% | +52.0% |
| 3Y | +134.9% | -30.2% | +165.1% | +124.9% |
| 5Y | +253.6% | -34.1% | +287.8% | +226.3% |
| 10Y | +804.7% | +342.1% | +462.6% | +413.3% |
| All | +865.5% | +405.9% | +459.6% | +420.7% |
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 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