+32.9%
PFE vs WEC
+143.0%
-110.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | +3.8% | +0.3% | +3.5% | +3.6% |
| 3M | +10.4% | -2.9% | +13.3% | +11.3% |
| 6M | +6.3% | -5.9% | +12.2% | +8.3% |
| YTD | +17.4% | +4.1% | +13.2% | +15.1% |
| 1Y | +21.1% | +3.1% | +18.0% | +19.0% |
| 3Y | -1.6% | +40.8% | -42.4% | -14.6% |
| 5Y | -22.2% | +31.7% | -53.9% | -31.2% |
| 10Y | +32.9% | +141.1% | -108.2% | +5.8% |
| All | +32.9% | +143.0% | -110.2% | +5.8% |
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