+117.9%
WFC vs PBF
+261.5%
-143.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -1.0% |
| 7D | -1.3% | -4.0% | +2.7% | -0.6% |
| 30D | +3.6% | -18.0% | +21.6% | +6.9% |
| 3M | -1.3% | +0.9% | -2.2% | -2.6% |
| 6M | +18.0% | +65.7% | -47.7% | +4.5% |
| YTD | -5.9% | +161.9% | -167.7% | -25.5% |
| 1Y | +1.8% | +77.8% | -76.0% | -13.2% |
| 3Y | +125.0% | +74.9% | +50.1% | +82.7% |
| 5Y | +92.0% | +423.4% | -331.4% | +12.8% |
| 10Y | +117.9% | +255.2% | -137.2% | +9.5% |
| All | +117.9% | +261.5% | -143.6% | +9.5% |
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