+50.7%
PFE vs WEC
+190.8%
-140.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | -0.5% | -2.4% | -2.8% |
| 30D | +5.2% | +12.0% | -6.8% | +0.9% |
| 3M | +12.2% | +11.1% | +1.2% | +7.8% |
| 6M | +17.8% | +6.0% | +11.8% | +15.0% |
| YTD | +26.2% | +14.3% | +11.9% | +19.5% |
| 1Y | +23.2% | +8.0% | +15.2% | +19.2% |
| 3Y | +21.3% | +62.8% | -41.6% | -0.6% |
| 5Y | -23.1% | +55.3% | -78.4% | -36.3% |
| 10Y | +50.7% | +193.2% | -142.4% | +9.2% |
| All | +50.7% | +190.8% | -140.1% | +9.2% |
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