+404.4%
WING vs PFG
+234.8%
+169.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.5% |
| 7D | -3.9% | +5.5% | -9.4% | -5.6% |
| 30D | -11.6% | +2.4% | -13.9% | -12.4% |
| 3M | -24.2% | +13.6% | -37.8% | -27.4% |
| 6M | -54.1% | +27.9% | -81.9% | -57.7% |
| YTD | -53.9% | +35.6% | -89.5% | -58.2% |
| 1Y | -64.4% | +48.5% | -112.8% | -68.7% |
| 3Y | -30.2% | +66.9% | -97.1% | -41.8% |
| 5Y | -34.1% | +111.0% | -145.1% | -49.0% |
| 10Y | +342.1% | +244.5% | +97.7% | +161.6% |
| All | +404.4% | +234.8% | +169.6% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling