-23.8%
PFE vs WFC
+90.3%
-114.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | +0.3% | +7.0% | -6.6% | -0.5% |
| 3M | +9.4% | -1.8% | +11.1% | +9.6% |
| 6M | +14.9% | +18.4% | -3.5% | +12.1% |
| YTD | +23.8% | -5.6% | +29.4% | +24.3% |
| 1Y | +19.5% | +3.9% | +15.6% | +18.4% |
| 3Y | +21.0% | +126.3% | -105.3% | +5.7% |
| All | -23.8% | +90.3% | -114.0% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling