+29.0%
PTC vs WING
-23.4%
+52.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.4% |
| 7D | +0.8% | -3.9% | +4.8% | +1.1% |
| 30D | +1.2% | +26.6% | -25.5% | -0.8% |
| 3M | +32.6% | +42.5% | -9.9% | +28.4% |
| 6M | +36.1% | +29.4% | +6.7% | +31.7% |
| YTD | +12.7% | -32.8% | +45.4% | +16.7% |
| 1Y | +10.2% | -33.5% | +43.6% | +14.1% |
| All | +29.0% | -23.4% | +52.4% | +33.6% |
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