+195.2%
WEC vs PFGC
+346.1%
-150.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +11.0% | +16.1% | -5.2% | +10.0% |
| 3M | +8.6% | +2.4% | +6.2% | +8.4% |
| 6M | +6.2% | +15.7% | -9.5% | +5.1% |
| YTD | +14.3% | +22.3% | -8.0% | +12.7% |
| 1Y | +8.4% | +13.9% | -5.5% | +7.3% |
| 3Y | +62.9% | +80.3% | -17.4% | +56.7% |
| 5Y | +55.8% | +136.1% | -80.3% | +47.2% |
| All | +195.2% | +346.1% | -150.9% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling