+286.7%
PM vs WING
+405.9%
-119.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -4.9% | -3.9% | -1.0% | -4.6% |
| 30D | -3.4% | -11.6% | +8.2% | -2.7% |
| 3M | +5.2% | -24.2% | +29.4% | +6.8% |
| 6M | +3.7% | -54.1% | +57.8% | +8.5% |
| YTD | +15.8% | -53.9% | +69.7% | +20.6% |
| 1Y | +17.4% | -64.4% | +81.7% | +24.2% |
| 3Y | +116.9% | -30.2% | +147.1% | +110.8% |
| 5Y | +117.3% | -34.1% | +151.4% | +108.7% |
| 10Y | +193.8% | +342.1% | -148.4% | +123.2% |
| All | +286.7% | +405.9% | -119.2% | +185.6% |
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