+18.9%
PFE vs WFC
+1.6%
+17.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | +3.1% | +6.8% | -3.7% | +2.4% |
| 3M | +11.2% | -3.0% | +14.2% | +11.6% |
| 6M | +15.0% | +15.4% | -0.4% | +12.9% |
| YTD | +23.5% | -5.9% | +29.5% | +24.1% |
| 1Y | +18.9% | +1.7% | +17.2% | +14.8% |
| All | +18.9% | +1.6% | +17.3% | +14.8% |
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