+454.9%
PBR vs WEC
+56.3%
+398.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -1.0% | +2.3% | -3.3% | -1.5% |
| 30D | -29.3% | +11.1% | -40.4% | -30.8% |
| 3M | +5.5% | +8.4% | -2.9% | +3.7% |
| 6M | -2.9% | +7.5% | -10.4% | -4.5% |
| YTD | +61.5% | +15.3% | +46.1% | +56.2% |
| 1Y | +46.9% | +9.7% | +37.1% | +43.6% |
| 3Y | +66.4% | +64.7% | +1.8% | +47.0% |
| All | +454.9% | +56.3% | +398.5% | +407.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling