-16.0%
PCG vs WEC
+9.7%
-25.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.9% |
| 7D | +1.9% | +6.9% | -5.0% | -3.3% |
| 30D | +8.5% | +16.6% | -8.1% | -4.7% |
| 3M | -22.9% | +9.1% | -31.9% | -28.1% |
| 6M | -16.8% | +3.2% | -19.9% | -18.8% |
| YTD | -15.8% | +14.9% | -30.7% | -25.0% |
| 1Y | -16.0% | +9.2% | -25.2% | -22.4% |
| All | -16.0% | +9.7% | -25.7% | -22.4% |
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