-33.9%
PTC vs WING
-65.5%
+31.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -6.0% |
| 7D | -10.3% | -3.9% | -6.4% | -10.2% |
| 30D | +1.1% | -11.6% | +12.7% | +1.3% |
| 3M | +1.6% | -24.2% | +25.8% | +2.0% |
| 6M | -13.5% | -54.1% | +40.6% | -10.4% |
| YTD | -19.1% | -53.9% | +34.9% | -16.3% |
| 1Y | -33.9% | -64.4% | +30.5% | -27.2% |
| All | -33.9% | -65.5% | +31.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling