+198.6%
PM vs WING
+341.7%
-143.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | -6.0% | +3.5% | -2.2% |
| 3M | +5.8% | -23.5% | +29.3% | +7.3% |
| 6M | +10.6% | -52.0% | +62.5% | +15.2% |
| YTD | +17.2% | -53.8% | +71.0% | +21.9% |
| 1Y | +17.6% | -63.8% | +81.4% | +24.1% |
| 3Y | +124.3% | -30.8% | +155.0% | +117.5% |
| 5Y | +125.1% | -34.3% | +159.4% | +116.0% |
| 10Y | +198.6% | +352.4% | -153.8% | +135.3% |
| All | +198.6% | +341.7% | -143.1% | +135.3% |
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