+3,391.6%
PFE vs WEC
+4,360.7%
-969.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -0.9% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +5.0% | +12.3% | -7.3% | +0.5% |
| 3M | +12.2% | +8.3% | +3.9% | +8.7% |
| 6M | +14.6% | +3.5% | +11.1% | +12.8% |
| YTD | +24.1% | +12.7% | +11.4% | +18.1% |
| 1Y | +26.6% | +8.2% | +18.4% | +22.3% |
| 3Y | +14.3% | +55.9% | -41.6% | -4.9% |
| 5Y | -21.9% | +51.2% | -73.2% | -34.9% |
| 10Y | +62.6% | +177.6% | -115.0% | +4.2% |
| All | +3,391.6% | +4,360.7% | -969.1% | +643.4% |
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 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