-34.3%
WING vs PFG
+110.7%
-145.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -0.1% | +6.0% | -6.1% | -2.6% |
| 30D | -6.0% | +2.2% | -8.3% | -7.0% |
| 3M | -23.5% | +10.4% | -33.8% | -26.9% |
| 6M | -52.0% | +27.8% | -79.8% | -56.9% |
| YTD | -53.8% | +33.6% | -87.4% | -59.1% |
| 1Y | -63.8% | +49.3% | -113.1% | -69.5% |
| 3Y | -30.8% | +69.7% | -100.5% | -46.7% |
| 5Y | -34.3% | +111.3% | -145.6% | -52.9% |
| All | -34.3% | +110.7% | -145.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling