+240.1%
PTC vs WING
+405.9%
-165.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.8% |
| 7D | -10.3% | -3.9% | -6.4% | -9.6% |
| 30D | +1.1% | -11.6% | +12.7% | +3.1% |
| 3M | +1.6% | -24.2% | +25.8% | +5.9% |
| 6M | -13.5% | -54.1% | +40.6% | -0.8% |
| YTD | -19.1% | -53.9% | +34.9% | -8.4% |
| 1Y | -33.9% | -64.4% | +30.5% | -21.4% |
| 3Y | -3.9% | -30.2% | +26.3% | -8.4% |
| 5Y | +6.0% | -34.1% | +40.2% | -3.6% |
| 10Y | +223.7% | +342.1% | -118.4% | +95.7% |
| All | +240.1% | +405.9% | -165.7% | +92.8% |
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