+132.1%
WFC vs PTC
+204.7%
-72.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.5% |
| 7D | +1.1% | -12.8% | +13.9% | +5.3% |
| 30D | +0.8% | -9.8% | +10.6% | +3.7% |
| 3M | +9.3% | -2.1% | +11.3% | +8.6% |
| 6M | +10.6% | -18.1% | +28.7% | +16.0% |
| YTD | -4.1% | -23.5% | +19.4% | +2.7% |
| 1Y | +13.6% | -37.4% | +50.9% | +29.7% |
| 3Y | +130.7% | -7.2% | +138.0% | +126.4% |
| 5Y | +126.7% | +2.7% | +124.1% | +110.2% |
| 10Y | +132.1% | +203.4% | -71.3% | +39.4% |
| All | +132.1% | +204.7% | -72.6% | +39.4% |
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