+8.1%
PCG vs WEC
+55.1%
-47.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.5% |
| 30D | -2.7% | +11.0% | -13.7% | -9.1% |
| 3M | -25.1% | +8.6% | -33.7% | -29.0% |
| 6M | -22.3% | +6.2% | -28.5% | -25.3% |
| YTD | -18.5% | +14.3% | -32.8% | -25.0% |
| 1Y | -21.8% | +8.4% | -30.2% | -25.7% |
| 3Y | -21.0% | +62.9% | -83.9% | -41.5% |
| 5Y | +8.1% | +55.8% | -47.7% | -19.1% |
| All | +8.1% | +55.1% | -47.0% | -19.1% |
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