-20.1%
PFE vs WEC
+54.4%
-74.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -0.2% | +3.2% | -3.5% | -1.3% |
| 30D | +8.7% | +14.7% | -6.0% | +3.8% |
| 3M | +15.8% | +10.2% | +5.5% | +11.9% |
| 6M | +16.8% | +4.5% | +12.4% | +14.9% |
| YTD | +26.2% | +15.1% | +11.1% | +19.7% |
| 1Y | +29.9% | +9.4% | +20.5% | +25.5% |
| 3Y | +15.9% | +56.9% | -41.0% | -2.8% |
| All | -20.1% | +54.4% | -74.6% | -28.4% |
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