+40.8%
WEC vs PFG
+71.3%
-30.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +0.8% | +6.0% | -5.2% | -0.2% |
| 30D | +0.3% | +2.2% | -1.9% | -0.1% |
| 3M | -2.9% | +10.4% | -13.3% | -4.6% |
| 6M | -5.9% | +27.8% | -33.7% | -9.8% |
| YTD | +4.1% | +33.6% | -29.5% | -1.2% |
| 1Y | +3.1% | +49.3% | -46.2% | -4.5% |
| 3Y | +40.8% | +69.7% | -29.0% | +22.2% |
| All | +40.8% | +71.3% | -30.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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