-31.8%
PNR vs WING
-23.2%
-8.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +2.8% |
| 7D | +11.9% | +21.0% | -9.1% | +9.4% |
| 30D | +37.1% | +56.9% | -19.7% | +30.5% |
| 3M | +5.7% | +38.4% | -32.7% | +1.6% |
| 6M | -5.7% | +12.0% | -17.7% | -7.1% |
| YTD | -29.8% | -29.2% | -0.6% | -28.6% |
| 1Y | -31.8% | -28.8% | -3.0% | -31.3% |
| All | -31.8% | -23.2% | -8.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling