+148.8%
PSA vs WING
+405.9%
-257.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -3.9% | +0.2% | -3.3% |
| 30D | -7.7% | -11.6% | +3.8% | -6.8% |
| 3M | -0.6% | -24.2% | +23.6% | +1.8% |
| 6M | -0.9% | -54.1% | +53.2% | +6.2% |
| YTD | +18.7% | -53.9% | +72.6% | +26.5% |
| 1Y | +7.6% | -64.4% | +72.0% | +17.4% |
| 3Y | +23.7% | -30.2% | +53.9% | +20.9% |
| 5Y | +13.7% | -34.1% | +47.8% | +8.4% |
| 10Y | +98.9% | +342.1% | -243.3% | +51.7% |
| All | +148.8% | +405.9% | -257.0% | +85.6% |
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 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