+48.5%
PFE vs WFC
+117.1%
-68.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | +3.1% | +6.8% | -3.7% | +1.7% |
| 3M | +11.2% | -3.0% | +14.2% | +11.7% |
| 6M | +15.0% | +15.4% | -0.4% | +11.3% |
| YTD | +23.5% | -5.9% | +29.5% | +24.3% |
| 1Y | +18.9% | +1.7% | +17.2% | +17.7% |
| 3Y | +18.7% | +124.9% | -106.2% | -3.5% |
| 5Y | -24.0% | +90.5% | -114.5% | -37.1% |
| All | +48.5% | +117.1% | -68.6% | +16.9% |
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