+179.4%
PSA vs WING
+672.3%
-492.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -2.1% | -0.5% | -1.5% | -2.0% |
| 30D | +16.2% | +32.3% | -16.1% | +12.9% |
| 3M | +4.3% | +50.2% | -45.8% | -0.2% |
| 6M | +9.9% | +31.7% | -21.8% | +6.0% |
| YTD | +33.3% | -29.6% | +62.9% | +35.8% |
| 1Y | +25.8% | -29.7% | +55.5% | +28.1% |
| 3Y | +54.8% | -19.8% | +74.6% | +49.8% |
| 5Y | +27.5% | +3.1% | +24.5% | +16.2% |
| 10Y | +134.5% | +682.9% | -548.4% | +68.9% |
| All | +179.4% | +672.3% | -492.9% | +99.3% |
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