+21.1%
PFE vs WFC
+13.8%
+7.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.2% |
| 7D | -2.7% | +1.1% | -3.7% | -2.7% |
| 30D | +3.8% | +0.8% | +3.0% | +3.8% |
| 3M | +10.4% | +9.3% | +1.1% | +9.8% |
| 6M | +6.3% | +10.6% | -4.4% | +5.6% |
| YTD | +17.4% | -4.1% | +21.4% | +16.7% |
| 1Y | +21.1% | +13.6% | +7.6% | +25.0% |
| All | +21.1% | +13.8% | +7.4% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling