+3.1%
WEC vs PTC
-38.1%
+41.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +0.8% |
| 7D | +0.8% | -12.8% | +13.6% | +0.2% |
| 30D | +0.3% | -9.8% | +10.1% | -0.1% |
| 3M | -2.9% | -2.1% | -0.9% | -3.2% |
| 6M | -5.9% | -18.1% | +12.2% | -6.7% |
| YTD | +4.1% | -23.5% | +27.7% | +3.2% |
| 1Y | +3.1% | -37.4% | +40.5% | +2.2% |
| All | +3.1% | -38.1% | +41.2% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling