+3,899.5%
PG vs WEC
+3,986.5%
-87.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -2.6% | +0.9% | -3.5% | -3.0% |
| 3M | -3.3% | -5.3% | +2.0% | -1.4% |
| 6M | -6.7% | -6.6% | -0.1% | -4.5% |
| YTD | +1.7% | +3.3% | -1.5% | +0.4% |
| 1Y | -7.9% | +2.1% | -10.0% | -8.9% |
| 3Y | +0.9% | +39.6% | -38.6% | -11.6% |
| 5Y | +12.6% | +31.2% | -18.5% | +0.3% |
| 10Y | +117.2% | +148.4% | -31.2% | +54.9% |
| All | +3,899.5% | +3,986.5% | -87.0% | +978.5% |
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