+62.8%
PNR vs WING
+407.7%
-344.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.2% | -1.4% |
| 7D | -6.0% | +7.2% | -13.3% | -7.3% |
| 30D | -14.0% | +4.8% | -18.8% | -15.0% |
| 3M | -21.7% | -23.7% | +2.0% | -18.2% |
| 6M | -37.3% | -43.6% | +6.3% | -31.1% |
| YTD | -45.1% | -50.6% | +5.4% | -38.9% |
| 1Y | -49.1% | -57.0% | +7.9% | -42.1% |
| 3Y | -14.8% | -28.3% | +13.4% | -17.9% |
| 5Y | -21.0% | -32.4% | +11.4% | -26.4% |
| All | +62.8% | +407.7% | -344.9% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling