+296.2%
WFC vs PBF
+303.9%
-7.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +3.8% | +4.3% | -0.5% | +3.0% |
| 30D | +1.5% | +22.0% | -20.5% | -2.5% |
| 3M | +10.9% | +74.5% | -63.6% | -1.2% |
| 6M | +8.4% | +67.7% | -59.3% | -4.0% |
| YTD | -1.9% | +179.2% | -181.1% | -21.8% |
| 1Y | +12.3% | +170.0% | -157.7% | -11.0% |
| 3Y | +132.3% | +66.4% | +65.9% | +93.6% |
| 5Y | +130.1% | +764.5% | -634.4% | +24.9% |
| 10Y | +134.4% | +358.5% | -224.1% | +17.6% |
| All | +296.2% | +303.9% | -7.7% | +88.5% |
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 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