+843.8%
PM vs WEC
+883.2%
-39.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | +2.7% | +12.3% | -9.6% | -2.7% |
| 3M | +6.1% | +8.3% | -2.1% | +2.2% |
| 6M | +18.0% | +3.5% | +14.5% | +16.0% |
| YTD | +26.6% | +12.7% | +13.9% | +19.5% |
| 1Y | +36.7% | +8.2% | +28.5% | +31.5% |
| 3Y | +146.0% | +55.9% | +90.1% | +98.2% |
| 5Y | +164.1% | +51.2% | +112.8% | +112.2% |
| 10Y | +238.8% | +177.6% | +61.2% | +87.0% |
| All | +843.8% | +883.2% | -39.4% | +133.5% |
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