-85.1%
PSKY vs WING
+510.2%
-595.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.0% |
| 7D | -24.6% | +7.7% | -32.3% | -25.9% |
| 30D | -36.1% | +14.8% | -51.0% | -38.4% |
| 3M | -39.9% | -36.6% | -3.3% | -31.6% |
| 6M | -39.9% | -36.6% | -3.3% | -31.6% |
| YTD | -39.9% | -36.6% | -3.3% | -31.6% |
| 1Y | -39.9% | -36.6% | -3.3% | -31.6% |
| 3Y | -40.7% | -26.1% | -14.6% | -34.7% |
| 5Y | -80.0% | -18.6% | -61.4% | -79.3% |
| 10Y | -84.4% | +487.6% | -572.0% | -89.8% |
| All | -85.1% | +510.2% | -595.2% | -90.7% |
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