+24.1%
PPG vs WING
+407.7%
-383.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.5% | -0.6% |
| 7D | -6.2% | +7.2% | -13.5% | -7.4% |
| 30D | -7.9% | +4.8% | -12.7% | -8.9% |
| 3M | -10.2% | -23.7% | +13.5% | -6.6% |
| 6M | +2.7% | -43.6% | +46.2% | +11.7% |
| YTD | +4.9% | -50.6% | +55.5% | +15.8% |
| 1Y | -3.2% | -57.0% | +53.8% | +8.9% |
| 3Y | -17.0% | -28.3% | +11.3% | -20.8% |
| 5Y | -23.3% | -32.4% | +9.1% | -29.5% |
| All | +24.1% | +407.7% | -383.6% | -25.6% |
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