-19.7%
PNR vs WING
-35.5%
+15.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -3.9% | -2.3% | -1.6% | -3.5% |
| 30D | -13.8% | -5.6% | -8.2% | -13.1% |
| 3M | -22.5% | -22.9% | +0.4% | -19.4% |
| 6M | -37.2% | -50.4% | +13.3% | -29.8% |
| YTD | -44.2% | -53.3% | +9.1% | -37.7% |
| 1Y | -46.6% | -61.2% | +14.6% | -38.6% |
| 3Y | -12.5% | -30.1% | +17.6% | -17.3% |
| All | -19.7% | -35.5% | +15.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling