+4,360.7%
WEC vs PTC
+8,817.5%
-4,456.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -0.2% | -0.2% | +0.1% | -0.2% |
| 30D | +12.3% | +0.8% | +11.5% | +12.3% |
| 3M | +8.3% | +32.1% | -23.9% | +6.2% |
| 6M | +3.5% | +42.6% | -39.2% | +0.9% |
| YTD | +12.7% | +12.0% | +0.7% | +11.3% |
| 1Y | +8.2% | +12.2% | -4.0% | +6.8% |
| 3Y | +55.9% | +31.2% | +24.7% | +51.8% |
| 5Y | +51.2% | +54.9% | -3.6% | +45.2% |
| 10Y | +177.6% | +343.1% | -165.5% | +146.9% |
| All | +4,360.7% | +8,817.5% | -4,456.8% | +2,790.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling