+69.6%
PNR vs WING
+407.0%
-337.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -14.9% | -6.0% | -8.9% | -14.1% |
| 3M | -19.0% | -23.5% | +4.4% | -15.4% |
| 6M | -35.9% | -52.0% | +16.1% | -27.3% |
| YTD | -43.1% | -53.8% | +10.6% | -35.7% |
| 1Y | -46.4% | -63.8% | +17.4% | -36.8% |
| 3Y | -10.8% | -30.8% | +19.9% | -13.3% |
| 5Y | -18.9% | -34.3% | +15.4% | -23.8% |
| 10Y | +64.4% | +352.4% | -288.0% | -5.5% |
| All | +69.6% | +407.0% | -337.4% | -7.8% |
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