+6.6%
WEC vs PEG
-1.1%
+7.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -1.0% |
| 7D | +1.5% | +4.5% | -3.0% | -2.0% |
| 30D | +10.2% | +7.5% | +2.6% | +4.2% |
| 3M | +7.6% | +0.8% | +6.7% | +7.5% |
| 6M | +6.6% | 0.0% | +6.6% | +7.6% |
| All | +6.6% | -1.1% | +7.7% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling