+13.5%
WFC vs PBF
+172.0%
-158.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +0.4% | +1.4% | -0.9% | +0.4% |
| 30D | +2.5% | +15.8% | -13.4% | +2.0% |
| 3M | +10.0% | +90.3% | -80.3% | +7.2% |
| 6M | +15.1% | +102.8% | -87.8% | +10.7% |
| YTD | -2.2% | +187.3% | -189.5% | -7.8% |
| 1Y | +13.5% | +161.8% | -148.4% | +7.1% |
| All | +13.5% | +172.0% | -158.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling