+148.4%
WEC vs PFGC
+287.3%
-138.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | +0.4% | -3.7% | +4.1% | +0.6% |
| 30D | +0.9% | -16.0% | +16.9% | +1.9% |
| 3M | -5.3% | -4.1% | -1.2% | -5.1% |
| 6M | -6.6% | +8.7% | -15.3% | -7.1% |
| YTD | +3.3% | +6.4% | -3.1% | +2.7% |
| 1Y | +2.1% | -8.4% | +10.4% | +2.3% |
| 3Y | +39.6% | +61.8% | -22.2% | +35.2% |
| 5Y | +31.2% | +108.7% | -77.5% | +24.7% |
| 10Y | +148.4% | +298.1% | -149.7% | +145.4% |
| All | +148.4% | +287.3% | -138.9% | +145.4% |
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