-3.5%
PTC vs WING
-29.7%
+26.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -6.0% |
| 7D | -10.3% | -3.9% | -6.4% | -10.0% |
| 30D | +1.1% | -11.6% | +12.7% | +2.1% |
| 3M | +1.6% | -24.2% | +25.8% | +3.7% |
| 6M | -13.5% | -54.1% | +40.6% | -6.6% |
| YTD | -19.1% | -53.9% | +34.9% | -13.2% |
| 1Y | -33.9% | -64.4% | +30.5% | -26.6% |
| All | -3.5% | -29.7% | +26.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling