+13.4%
PG vs WFC
+128.9%
-115.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +0.8% | +1.5% | -0.7% | +0.7% |
| 3M | -1.3% | +10.2% | -11.5% | -2.2% |
| 6M | -3.8% | +18.8% | -22.6% | -5.3% |
| YTD | +3.6% | -1.5% | +5.2% | +3.5% |
| 1Y | -5.7% | +13.5% | -19.3% | -7.1% |
| 3Y | +1.6% | +135.0% | -133.4% | -9.6% |
| All | +13.4% | +128.9% | -115.5% | +1.1% |
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