+8,242.3%
WFC vs PTC
+8,854.1%
-611.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +2.9% | +0.7% | +2.2% | +2.8% |
| 3M | -1.4% | +32.6% | -34.0% | -7.4% |
| 6M | +14.3% | +33.6% | -19.2% | +6.7% |
| YTD | -6.2% | +12.4% | -18.6% | -10.0% |
| 1Y | +1.6% | +11.2% | -9.6% | -2.3% |
| 3Y | +126.9% | +31.7% | +95.2% | +110.3% |
| 5Y | +94.0% | +60.1% | +33.9% | +72.2% |
| 10Y | +134.0% | +317.2% | -183.1% | +71.7% |
| All | +8,242.3% | +8,854.1% | -611.8% | +2,401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling