+8,627.7%
WFC vs PTC
+6,346.6%
+2,281.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +2.0% |
| 7D | +3.8% | -10.3% | +14.0% | +5.7% |
| 30D | +1.5% | +1.1% | +0.3% | +1.0% |
| 3M | +10.9% | +1.6% | +9.3% | +9.9% |
| 6M | +8.4% | -13.5% | +21.9% | +10.3% |
| YTD | -1.9% | -19.1% | +17.2% | +0.9% |
| 1Y | +12.3% | -33.9% | +46.2% | +19.7% |
| 3Y | +132.3% | -3.9% | +136.2% | +130.0% |
| 5Y | +130.1% | +6.0% | +124.0% | +121.8% |
| 10Y | +134.4% | +223.7% | -89.3% | +81.9% |
| All | +8,627.7% | +6,346.6% | +2,281.1% | +2,703.7% |
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