-16.9%
PSKY vs WING
-31.3%
+14.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +17.5% | -6.0% | +23.6% | +17.9% |
| 3M | +4.4% | -23.5% | +27.9% | +6.2% |
| 6M | -9.0% | -52.0% | +43.0% | -5.4% |
| YTD | -18.6% | -53.8% | +35.2% | -15.5% |
| 1Y | -27.7% | -63.8% | +36.1% | -24.6% |
| 3Y | -16.9% | -30.8% | +13.9% | -31.6% |
| All | -16.9% | -31.3% | +14.4% | -31.6% |
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