+119.6%
PM vs WING
-29.7%
+149.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -4.9% | -3.9% | -1.0% | -4.8% |
| 30D | -3.4% | -11.6% | +8.2% | -3.3% |
| 3M | +5.2% | -24.2% | +29.4% | +5.3% |
| 6M | +3.7% | -54.1% | +57.8% | +4.0% |
| YTD | +15.8% | -53.9% | +69.7% | +16.0% |
| 1Y | +17.4% | -64.4% | +81.7% | +17.5% |
| All | +119.6% | -29.7% | +149.3% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling