+24.1%
PFE vs WEC
+1.8%
+22.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | +10.2% | -1.3% | +11.5% | +10.3% |
| 3M | +12.7% | -3.9% | +16.6% | +13.4% |
| 6M | +10.5% | -8.3% | +18.9% | +11.7% |
| YTD | +20.2% | +3.1% | +17.1% | +20.9% |
| 1Y | +24.1% | +1.9% | +22.1% | +28.1% |
| All | +24.1% | +1.8% | +22.3% | +28.1% |
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 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