+0.7%
PFE vs WFC
+137.6%
-136.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.8% | +3.8% | -2.0% | +1.3% |
| 30D | +10.2% | +1.5% | +8.8% | +10.0% |
| 3M | +12.7% | +10.9% | +1.8% | +11.2% |
| 6M | +10.5% | +8.4% | +2.1% | +9.3% |
| YTD | +20.2% | -1.9% | +22.0% | +20.1% |
| 1Y | +24.1% | +12.3% | +11.7% | +21.7% |
| All | +0.7% | +137.6% | -136.9% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling