+3,449.8%
PFE vs WEC
+4,455.0%
-1,005.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -0.2% | +3.2% | -3.5% | -1.4% |
| 30D | +8.7% | +14.7% | -6.0% | +3.2% |
| 3M | +15.8% | +10.2% | +5.5% | +11.4% |
| 6M | +16.8% | +4.5% | +12.4% | +14.6% |
| YTD | +26.2% | +15.1% | +11.1% | +19.1% |
| 1Y | +29.9% | +9.4% | +20.5% | +25.0% |
| 3Y | +15.9% | +56.9% | -41.0% | -3.8% |
| 5Y | -20.6% | +54.4% | -75.1% | -34.3% |
| 10Y | +65.4% | +183.5% | -118.1% | +5.1% |
| All | +3,449.8% | +4,455.0% | -1,005.2% | +649.8% |
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 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