+145.0%
WFC vs PBR
+697.0%
-552.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.2% |
| 7D | +0.4% | +5.4% | -5.0% | -1.1% |
| 30D | +1.5% | +22.9% | -21.3% | -4.1% |
| 3M | +10.2% | +19.6% | -9.4% | +4.5% |
| 6M | +18.8% | +16.5% | +2.3% | +12.9% |
| YTD | -1.5% | +86.7% | -88.2% | -18.3% |
| 1Y | +13.5% | +74.7% | -61.2% | -4.4% |
| 3Y | +135.0% | +102.6% | +32.4% | +85.2% |
| 5Y | +130.1% | +566.6% | -436.5% | +18.6% |
| All | +145.0% | +697.0% | -552.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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