+129.3%
WFC vs PTC
+6.0%
+123.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +2.6% |
| 7D | +3.8% | -10.3% | +14.0% | +7.0% |
| 30D | +1.5% | +1.1% | +0.3% | +0.6% |
| 3M | +10.9% | +1.6% | +9.3% | +9.1% |
| 6M | +8.4% | -13.5% | +21.9% | +12.2% |
| YTD | -1.9% | -19.1% | +17.2% | +3.7% |
| 1Y | +12.3% | -33.9% | +46.2% | +27.2% |
| 3Y | +132.3% | -3.9% | +136.2% | +123.2% |
| All | +129.3% | +6.0% | +123.3% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling