+105.7%
PCG vs WEC
+3,978.4%
-3,872.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.9% |
| 7D | -13.9% | -0.3% | -13.6% | -13.7% |
| 30D | -16.9% | -1.3% | -15.6% | -16.1% |
| 3M | -14.7% | -3.9% | -10.8% | -12.4% |
| 6M | -23.8% | -8.3% | -15.5% | -19.3% |
| YTD | -10.5% | +3.1% | -13.6% | -12.2% |
| 1Y | -5.1% | +1.9% | -7.0% | -6.3% |
| 3Y | -11.6% | +41.9% | -53.5% | -30.4% |
| 5Y | +59.0% | +30.8% | +28.2% | +30.0% |
| 10Y | -75.7% | +141.9% | -217.7% | -87.5% |
| All | +105.7% | +3,978.4% | -3,872.7% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling