+95.1%
PPL vs WING
+667.7%
-572.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +1.0% | +14.0% | -13.0% | +0.1% |
| 30D | +6.8% | +47.7% | -40.9% | +3.8% |
| 3M | +3.9% | +34.2% | -30.3% | +1.4% |
| 6M | -2.0% | +13.6% | -15.6% | -3.5% |
| YTD | +5.3% | -30.0% | +35.3% | +6.6% |
| 1Y | +2.2% | -33.9% | +36.1% | +3.8% |
| 3Y | +56.7% | -18.7% | +75.4% | +50.9% |
| 5Y | +49.1% | +5.5% | +43.5% | +35.9% |
| 10Y | +63.6% | +696.2% | -632.6% | +19.9% |
| All | +95.1% | +667.7% | -572.5% | +42.2% |
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 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