-77.9%
PSKY vs WING
-19.1%
-58.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.0% |
| 7D | -24.6% | +7.7% | -32.3% | -26.5% |
| 30D | -36.1% | +14.8% | -51.0% | -39.3% |
| 3M | -39.9% | -36.6% | -3.3% | -27.7% |
| 6M | -39.9% | -36.6% | -3.3% | -27.7% |
| YTD | -39.9% | -36.6% | -3.3% | -27.7% |
| 1Y | -39.9% | -36.6% | -3.3% | -27.7% |
| 3Y | -40.7% | -26.1% | -14.6% | -31.5% |
| All | -77.9% | -19.1% | -58.8% | -78.4% |
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