+86.8%
WFC vs PTC
+55.9%
+30.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +1.2% | -0.2% | +1.5% | +1.3% |
| 30D | +5.2% | +0.8% | +4.4% | +5.0% |
| 3M | -3.0% | +32.1% | -35.2% | -10.7% |
| 6M | +6.2% | +42.6% | -36.4% | -5.5% |
| YTD | -7.9% | +12.0% | -19.9% | -11.2% |
| 1Y | +0.3% | +12.2% | -11.9% | -3.4% |
| 3Y | +117.7% | +31.2% | +86.5% | +91.5% |
| All | +86.8% | +55.9% | +30.8% | +50.1% |
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