-76.7%
PSKY vs WING
+405.9%
-482.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | -0.2% | -3.9% | +3.7% | +0.5% |
| 30D | +24.0% | -11.6% | +35.5% | +26.1% |
| 3M | +2.2% | -24.2% | +26.4% | +6.3% |
| 6M | -9.0% | -54.1% | +45.1% | +2.4% |
| YTD | -18.1% | -53.9% | +35.8% | -8.7% |
| 1Y | -25.1% | -64.4% | +39.3% | -13.4% |
| 3Y | -16.3% | -30.2% | +13.9% | -20.9% |
| 5Y | -70.4% | -34.1% | -36.3% | -72.7% |
| 10Y | -74.2% | +342.1% | -416.3% | -84.8% |
| All | -76.7% | +405.9% | -482.5% | -87.1% |
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