+31.2%
WEC vs PEG
+32.7%
-1.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.6% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | +0.9% | -2.6% | +3.5% | +2.7% |
| 3M | -5.3% | -7.6% | +2.3% | -0.3% |
| 6M | -6.6% | -12.2% | +5.6% | +1.4% |
| YTD | +3.3% | -8.1% | +11.3% | +8.7% |
| 1Y | +2.1% | -7.0% | +9.0% | +6.4% |
| 3Y | +39.6% | +30.6% | +9.0% | +8.1% |
| 5Y | +31.2% | +34.4% | -3.2% | -2.1% |
| All | +31.2% | +32.7% | -1.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling