+54.8%
WEC vs PFG
+101.8%
-47.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.4% |
| 7D | +0.2% | +2.3% | -2.1% | -0.2% |
| 30D | +12.9% | +7.6% | +5.3% | +11.4% |
| 3M | +9.8% | +2.5% | +7.3% | +9.2% |
| 6M | +6.7% | +16.6% | -9.9% | +3.6% |
| YTD | +14.0% | +34.1% | -20.1% | +7.5% |
| 1Y | +7.3% | +44.1% | -36.7% | -0.3% |
| 3Y | +63.8% | +86.3% | -22.5% | +42.4% |
| 5Y | +54.8% | +101.6% | -46.8% | +32.1% |
| All | +54.8% | +101.8% | -47.0% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling