+322.8%
PM vs WING
+656.3%
-333.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -5.2% | +9.0% | -14.3% | -5.8% |
| 30D | +2.7% | +39.9% | -37.2% | +0.4% |
| 3M | +6.1% | +40.4% | -34.3% | +3.5% |
| 6M | +18.0% | +12.9% | +5.1% | +16.4% |
| YTD | +26.6% | -31.1% | +57.7% | +28.2% |
| 1Y | +36.7% | -32.7% | +69.4% | +38.5% |
| 3Y | +146.0% | -19.8% | +165.8% | +138.5% |
| 5Y | +164.1% | +4.0% | +160.1% | +145.5% |
| 10Y | +238.8% | +684.4% | -445.6% | +146.4% |
| All | +322.8% | +656.3% | -333.6% | +203.6% |
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 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