+73.2%
PR vs WING
-19.7%
+92.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -16.4% | +9.0% | -25.5% | -16.5% |
| 30D | -1.9% | +39.9% | -41.8% | -2.6% |
| 3M | +8.0% | +40.4% | -32.5% | +7.0% |
| 6M | +4.1% | +12.9% | -8.8% | +3.7% |
| YTD | +58.7% | -31.1% | +89.8% | +61.3% |
| 1Y | +75.8% | -32.7% | +108.5% | +78.7% |
| 3Y | +73.2% | -19.8% | +93.0% | +65.6% |
| All | +73.2% | -19.7% | +92.8% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling