+62.2%
WEC vs PFGC
+84.6%
-22.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.4% | +15.0% | -13.6% | -0.2% |
| 30D | +12.8% | +17.0% | -4.2% | +10.8% |
| 3M | +11.2% | -2.5% | +13.7% | +11.0% |
| 6M | +6.6% | +19.2% | -12.6% | +4.3% |
| YTD | +13.8% | +23.4% | -9.6% | +10.7% |
| 1Y | +7.6% | +13.9% | -6.2% | +5.6% |
| 3Y | +62.2% | +82.0% | -19.8% | +49.7% |
| All | +62.2% | +84.6% | -22.4% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling