+190.3%
WEC vs PFGC
+419.1%
-228.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | -1.3% | -11.9% | +10.6% | -0.6% |
| 3M | -3.9% | +5.0% | -8.9% | -4.3% |
| 6M | -8.3% | +8.6% | -16.9% | -8.9% |
| YTD | +3.1% | +9.7% | -6.6% | +2.3% |
| 1Y | +1.9% | -6.3% | +8.2% | +2.1% |
| 3Y | +41.9% | +58.2% | -16.3% | +37.4% |
| 5Y | +30.8% | +110.4% | -79.6% | +23.9% |
| 10Y | +141.9% | +272.8% | -130.8% | +135.8% |
| All | +190.3% | +419.1% | -228.8% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling