+8,091.0%
WFC vs PTC
+8,817.5%
-726.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -3.0% | +32.1% | -35.2% | -8.9% |
| 6M | +6.2% | +42.6% | -36.4% | -2.1% |
| YTD | -7.9% | +12.0% | -19.9% | -11.5% |
| 1Y | +0.3% | +12.2% | -11.9% | -3.7% |
| 3Y | +117.7% | +31.2% | +86.5% | +101.9% |
| 5Y | +88.4% | +54.9% | +33.5% | +68.2% |
| 10Y | +147.3% | +343.1% | -195.9% | +79.7% |
| All | +8,091.0% | +8,817.5% | -726.4% | +2,357.6% |
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