+2,271.7%
WEC vs PFG
+996.3%
+1,275.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | +12.0% | +6.4% | +5.6% | +11.0% |
| 3M | +11.1% | +2.2% | +8.8% | +10.6% |
| 6M | +6.0% | +16.3% | -10.3% | +3.6% |
| YTD | +14.3% | +33.2% | -19.0% | +9.5% |
| 1Y | +8.0% | +40.6% | -32.6% | +2.6% |
| 3Y | +62.8% | +83.3% | -20.5% | +48.2% |
| 5Y | +55.3% | +97.7% | -42.4% | +38.8% |
| 10Y | +193.2% | +189.9% | +3.3% | +138.0% |
| All | +2,271.7% | +996.3% | +1,275.4% | +1,382.8% |
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