+370.5%
PTC vs WING
+656.3%
-285.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -0.2% | +9.0% | -9.3% | -2.0% |
| 30D | +0.8% | +39.9% | -39.2% | -5.9% |
| 3M | +32.1% | +40.4% | -8.3% | +22.4% |
| 6M | +42.6% | +12.9% | +29.7% | +36.0% |
| YTD | +12.0% | -31.1% | +43.0% | +16.4% |
| 1Y | +12.2% | -32.7% | +44.9% | +16.8% |
| 3Y | +31.2% | -19.8% | +51.0% | +23.1% |
| 5Y | +54.9% | +4.0% | +50.9% | +28.4% |
| 10Y | +343.1% | +684.4% | -341.3% | +139.0% |
| All | +370.5% | +656.3% | -285.8% | +145.0% |
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