+3,978.4%
WEC vs PTC
+6,346.6%
-2,368.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.4% |
| 7D | -0.3% | -10.3% | +10.0% | +0.3% |
| 30D | -1.3% | +1.1% | -2.4% | -1.4% |
| 3M | -3.9% | +1.6% | -5.5% | -4.2% |
| 6M | -8.3% | -13.5% | +5.2% | -7.8% |
| YTD | +3.1% | -19.1% | +22.1% | +4.0% |
| 1Y | +1.9% | -33.9% | +35.8% | +4.0% |
| 3Y | +41.9% | -3.9% | +45.8% | +41.0% |
| 5Y | +30.8% | +6.0% | +24.7% | +28.6% |
| 10Y | +141.9% | +223.7% | -81.8% | +119.6% |
| All | +3,978.4% | +6,346.6% | -2,368.2% | +2,599.9% |
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