+112.4%
WFC vs PTC
+312.5%
-200.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +7.0% | +1.2% | +5.8% | +6.6% |
| 3M | -1.8% | +27.4% | -29.1% | -10.1% |
| 6M | +18.4% | +39.2% | -20.8% | +4.3% |
| YTD | -5.6% | +12.5% | -18.1% | -11.2% |
| 1Y | +3.9% | +12.3% | -8.4% | -2.3% |
| 3Y | +126.3% | +28.8% | +97.5% | +98.9% |
| 5Y | +91.1% | +60.9% | +30.2% | +52.6% |
| All | +112.4% | +312.5% | -200.0% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling