+12.3%
WFC vs PTC
-33.3%
+45.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.4% |
| 7D | +3.8% | -10.3% | +14.0% | +4.7% |
| 30D | +1.5% | +1.1% | +0.3% | +1.0% |
| 3M | +10.9% | +1.6% | +9.3% | +9.7% |
| 6M | +8.4% | -13.5% | +21.9% | +11.6% |
| YTD | -1.9% | -19.1% | +17.2% | +2.9% |
| 1Y | +12.3% | -33.9% | +46.2% | +19.9% |
| All | +12.3% | -33.3% | +45.6% | +19.9% |
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 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