+2,265.2%
WEC vs PFG
+1,003.0%
+1,262.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | +0.2% | +2.3% | -2.1% | -0.1% |
| 30D | +12.9% | +7.6% | +5.3% | +11.8% |
| 3M | +9.8% | +2.5% | +7.3% | +9.3% |
| 6M | +6.7% | +16.6% | -9.9% | +4.3% |
| YTD | +14.0% | +34.1% | -20.1% | +9.1% |
| 1Y | +7.3% | +44.1% | -36.7% | +1.7% |
| 3Y | +63.8% | +86.3% | -22.5% | +48.7% |
| 5Y | +54.8% | +101.6% | -46.8% | +37.9% |
| 10Y | +185.7% | +197.9% | -12.2% | +131.2% |
| All | +2,265.2% | +1,003.0% | +1,262.3% | +1,377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling