-44.6%
PNR vs WING
-65.5%
+20.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.4% | -3.9% | +1.5% | -2.0% |
| 30D | -12.8% | -11.6% | -1.2% | -11.8% |
| 3M | -17.0% | -24.2% | +7.2% | -14.6% |
| 6M | -37.4% | -54.1% | +16.6% | -32.8% |
| YTD | -41.6% | -53.9% | +12.3% | -37.6% |
| 1Y | -44.6% | -64.4% | +19.7% | -39.4% |
| All | -44.6% | -65.5% | +20.9% | -39.4% |
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