+203.4%
PTC vs WING
+341.7%
-138.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -12.8% | -0.1% | -12.7% | -12.8% |
| 30D | -9.8% | -6.0% | -3.8% | -9.0% |
| 3M | -2.1% | -23.5% | +21.4% | +1.9% |
| 6M | -18.1% | -52.0% | +33.9% | -6.8% |
| YTD | -23.5% | -53.8% | +30.3% | -13.3% |
| 1Y | -37.4% | -63.8% | +26.4% | -25.5% |
| 3Y | -7.2% | -30.8% | +23.5% | -12.0% |
| 5Y | +2.7% | -34.3% | +37.0% | -7.7% |
| 10Y | +203.4% | +352.4% | -149.0% | +84.1% |
| All | +203.4% | +341.7% | -138.3% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling