+48.5%
PPL vs WING
+4.1%
+44.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.4% | +9.0% | -8.6% | +0.1% |
| 30D | +5.4% | +39.9% | -34.5% | +4.0% |
| 3M | +4.3% | +40.4% | -36.1% | +2.7% |
| 6M | -1.3% | +12.9% | -14.2% | -2.2% |
| YTD | +4.7% | -31.1% | +35.8% | +5.4% |
| 1Y | +1.3% | -32.7% | +34.0% | +1.9% |
| 3Y | +57.2% | -19.8% | +77.0% | +49.9% |
| All | +48.5% | +4.1% | +44.4% | +30.9% |
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