+122.5%
PM vs WEC
+42.4%
+80.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.4% | -1.3% | -2.1% | -2.8% |
| 3M | +5.2% | -3.9% | +9.1% | +7.1% |
| 6M | +3.7% | -8.3% | +12.0% | +7.7% |
| YTD | +15.8% | +3.1% | +12.7% | +14.4% |
| 1Y | +17.4% | +1.9% | +15.4% | +16.5% |
| All | +122.5% | +42.4% | +80.1% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling