+3,280.0%
PFE vs WEC
+3,978.4%
-698.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | +10.2% | -1.3% | +11.5% | +10.6% |
| 3M | +12.7% | -3.9% | +16.6% | +14.2% |
| 6M | +10.5% | -8.3% | +18.9% | +13.8% |
| YTD | +20.2% | +3.1% | +17.1% | +18.3% |
| 1Y | +24.1% | +1.9% | +22.1% | +22.4% |
| 3Y | -3.6% | +41.9% | -45.5% | -17.0% |
| 5Y | -20.9% | +30.8% | -51.6% | -30.3% |
| 10Y | +35.8% | +141.9% | -106.1% | -8.3% |
| All | +3,280.0% | +3,978.4% | -698.5% | +644.8% |
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