+72.9%
PBR vs WEC
+9.7%
+63.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -7.0% |
| 7D | -11.0% | +6.9% | -17.9% | -11.4% |
| 30D | -18.8% | +16.6% | -35.4% | -19.8% |
| 3M | +7.8% | +9.1% | -1.2% | +7.4% |
| 6M | -7.6% | +3.2% | -10.8% | -6.4% |
| YTD | +72.7% | +14.9% | +57.8% | +61.7% |
| 1Y | +72.9% | +9.2% | +63.8% | +68.6% |
| All | +72.9% | +9.7% | +63.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling