+278.7%
WFC vs PBF
+277.8%
+0.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.5% | +1.2% |
| 7D | +0.1% | -7.4% | +7.5% | +1.4% |
| 30D | +2.9% | -17.5% | +20.4% | +6.1% |
| 3M | -1.4% | +13.1% | -14.6% | -4.7% |
| 6M | +14.3% | +72.6% | -58.3% | +1.0% |
| YTD | -6.2% | +161.2% | -167.4% | -25.0% |
| 1Y | +1.6% | +93.3% | -91.7% | -14.3% |
| 3Y | +126.9% | +80.7% | +46.2% | +84.7% |
| 5Y | +94.0% | +396.1% | -302.1% | +19.0% |
| 10Y | +134.0% | +252.3% | -118.2% | +21.9% |
| All | +278.7% | +277.8% | +0.9% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling