+143.3%
WFC vs PBF
+364.0%
-220.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | +2.5% | +15.8% | -13.4% | -0.6% |
| 3M | +10.0% | +90.3% | -80.3% | -4.0% |
| 6M | +15.1% | +102.8% | -87.8% | -2.1% |
| YTD | -2.2% | +187.3% | -189.5% | -23.1% |
| 1Y | +13.5% | +161.8% | -148.4% | -10.3% |
| 3Y | +135.2% | +55.5% | +79.7% | +97.8% |
| 5Y | +128.3% | +801.9% | -673.6% | +18.7% |
| All | +143.3% | +364.0% | -220.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling