+3,280.0%
PFE vs WFC
+8,676.2%
-5,396.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +1.8% | +3.8% | -2.0% | +0.9% |
| 30D | +10.2% | +1.5% | +8.8% | +9.8% |
| 3M | +12.7% | +10.9% | +1.8% | +9.8% |
| 6M | +10.5% | +8.4% | +2.1% | +8.0% |
| YTD | +20.2% | -1.9% | +22.0% | +19.9% |
| 1Y | +24.1% | +12.3% | +11.7% | +19.6% |
| 3Y | -3.6% | +132.3% | -135.9% | -23.5% |
| 5Y | -20.9% | +130.1% | -150.9% | -38.5% |
| 10Y | +35.8% | +134.4% | -98.6% | -0.7% |
| All | +3,280.0% | +8,676.2% | -5,396.2% | +692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling