+2.5%
WFC vs PTC
+0.1%
+2.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +7.4% | +1.5% | +5.8% | +7.3% |
| 3M | -0.5% | +37.8% | -38.3% | -2.4% |
| 6M | +11.7% | +41.2% | -29.6% | +8.6% |
| YTD | -4.6% | +12.0% | -16.7% | -1.6% |
| 1Y | +2.5% | +1.6% | +0.9% | +8.3% |
| All | +2.5% | +0.1% | +2.5% | +8.3% |
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