-71.5%
PSKY vs WING
-33.6%
-37.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -6.8% | -2.3% | -4.6% | -6.6% |
| 30D | +10.2% | -5.6% | +15.9% | +10.9% |
| 3M | +0.3% | -22.9% | +23.2% | +3.5% |
| 6M | -7.8% | -50.4% | +42.7% | +0.7% |
| YTD | -23.0% | -53.3% | +30.4% | -15.8% |
| 1Y | -31.6% | -61.2% | +29.6% | -23.7% |
| 3Y | -21.3% | -30.1% | +8.7% | -29.2% |
| 5Y | -71.5% | -35.0% | -36.5% | -76.9% |
| All | -71.5% | -33.6% | -37.9% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling