+126.7%
WFC vs PBF
+735.5%
-608.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.8% |
| 30D | +0.8% | +24.9% | -24.1% | -1.9% |
| 3M | +9.3% | +81.9% | -72.6% | +1.1% |
| 6M | +10.6% | +79.4% | -68.7% | +1.7% |
| YTD | -4.1% | +188.3% | -192.4% | -17.6% |
| 1Y | +13.6% | +177.3% | -163.7% | -2.7% |
| 3Y | +130.7% | +56.0% | +74.7% | +105.1% |
| 5Y | +126.7% | +804.0% | -677.3% | +56.9% |
| All | +126.7% | +735.5% | -608.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling