-19.8%
WING vs PENG
+184.4%
-204.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -2.3% |
| 7D | +9.0% | -19.4% | +28.5% | +10.3% |
| 30D | +39.9% | -42.4% | +82.3% | +45.2% |
| 3M | +40.4% | -25.6% | +66.1% | +41.9% |
| 6M | +12.9% | +7.3% | +5.6% | +4.9% |
| YTD | -31.1% | +113.9% | -144.9% | -43.5% |
| 1Y | -32.7% | +93.6% | -126.3% | -44.2% |
| 3Y | -19.8% | +170.2% | -190.0% | -44.8% |
| All | -19.8% | +184.4% | -204.2% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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