+141.1%
WEC vs PTC
+204.7%
-63.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.5% |
| 7D | +0.8% | -12.8% | +13.6% | +1.8% |
| 30D | +0.3% | -9.8% | +10.1% | +1.0% |
| 3M | -2.9% | -2.1% | -0.9% | -3.0% |
| 6M | -5.9% | -18.1% | +12.2% | -4.7% |
| YTD | +4.1% | -23.5% | +27.7% | +6.0% |
| 1Y | +3.1% | -37.4% | +40.5% | +6.8% |
| 3Y | +40.8% | -7.2% | +48.0% | +39.3% |
| 5Y | +31.7% | +2.7% | +29.0% | +27.8% |
| 10Y | +141.1% | +203.4% | -62.3% | +99.7% |
| All | +141.1% | +204.7% | -63.6% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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