+134.0%
WFC vs PTC
+326.2%
-192.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +2.9% | +0.7% | +2.2% | +2.7% |
| 3M | -1.4% | +32.6% | -34.0% | -11.0% |
| 6M | +14.3% | +33.6% | -19.2% | +2.1% |
| YTD | -6.2% | +12.4% | -18.6% | -11.8% |
| 1Y | +1.6% | +11.2% | -9.6% | -4.1% |
| 3Y | +126.9% | +31.7% | +95.2% | +97.9% |
| 5Y | +94.0% | +60.1% | +33.9% | +55.0% |
| 10Y | +134.0% | +317.2% | -183.1% | +27.4% |
| All | +134.0% | +326.2% | -192.1% | +27.4% |
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