+31.7%
WEC vs PFGC
+110.5%
-78.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +0.3% | -15.8% | +16.1% | +1.9% |
| 3M | -2.9% | -0.6% | -2.3% | -3.0% |
| 6M | -5.9% | +10.7% | -16.6% | -7.0% |
| YTD | +4.1% | +7.6% | -3.5% | +3.0% |
| 1Y | +3.1% | -7.8% | +10.9% | +3.5% |
| 3Y | +40.8% | +63.7% | -22.9% | +33.0% |
| 5Y | +31.7% | +112.3% | -80.6% | +22.4% |
| All | +31.7% | +110.5% | -78.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling