-75.1%
PSKY vs WING
+407.7%
-482.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.8% | +1.2% |
| 7D | -2.4% | +7.2% | -9.6% | -3.5% |
| 30D | +11.6% | +4.8% | +6.8% | +10.5% |
| 3M | +1.5% | -23.7% | +25.2% | +5.4% |
| 6M | +7.7% | -43.6% | +51.3% | +16.7% |
| YTD | -20.1% | -50.6% | +30.5% | -12.2% |
| 1Y | -38.3% | -57.0% | +18.7% | -31.0% |
| 3Y | -17.7% | -28.3% | +10.5% | -22.6% |
| 5Y | -69.9% | -32.4% | -37.5% | -72.5% |
| All | -75.1% | +407.7% | -482.8% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling