+16.4%
PCG vs WEC
+54.4%
-38.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | 0.0% | +3.2% | -3.2% | -2.0% |
| 30D | +5.8% | +14.7% | -8.8% | -3.2% |
| 3M | -22.8% | +10.2% | -33.0% | -27.5% |
| 6M | -18.4% | +4.5% | -22.9% | -20.8% |
| YTD | -16.9% | +15.1% | -32.0% | -23.9% |
| 1Y | -17.6% | +9.4% | -27.0% | -22.2% |
| 3Y | -20.0% | +56.9% | -76.9% | -39.5% |
| All | +16.4% | +54.4% | -38.0% | -14.5% |
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 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