+49.6%
PFE vs WFC
+142.4%
-92.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.9% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.4% | +2.9% | +0.4% | +2.7% |
| 3M | +9.2% | -1.4% | +10.7% | +9.4% |
| 6M | +15.8% | +14.3% | +1.5% | +12.3% |
| YTD | +23.4% | -6.2% | +29.7% | +24.3% |
| 1Y | +25.8% | +1.6% | +24.2% | +24.6% |
| 3Y | +17.8% | +126.9% | -109.1% | -4.6% |
| 5Y | -20.2% | +94.0% | -114.1% | -34.3% |
| 10Y | +49.6% | +134.0% | -84.5% | +10.3% |
| All | +49.6% | +142.4% | -92.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling