-77.6%
PCG vs WEC
+176.2%
-253.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +1.4% | +12.3% | -10.9% | -5.9% |
| 3M | -23.4% | +8.3% | -31.6% | -27.2% |
| 6M | -19.4% | +3.5% | -22.8% | -21.2% |
| YTD | -18.5% | +12.7% | -31.2% | -24.4% |
| 1Y | -19.5% | +8.2% | -27.7% | -23.4% |
| 3Y | -21.0% | +55.9% | -76.9% | -40.2% |
| 5Y | +13.7% | +51.2% | -37.5% | -13.4% |
| All | -77.6% | +176.2% | -253.9% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling