+13.5%
WFC vs PTC
-39.6%
+53.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +0.4% | -13.6% | +14.0% | +1.8% |
| 30D | +2.5% | -14.7% | +17.1% | +3.9% |
| 3M | +10.0% | -5.9% | +15.9% | +9.6% |
| 6M | +15.1% | -21.1% | +36.2% | +20.2% |
| YTD | -2.2% | -26.0% | +23.8% | +4.6% |
| 1Y | +13.5% | -36.8% | +50.3% | +30.2% |
| All | +13.5% | -39.6% | +53.1% | +30.2% |
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