+127.9%
WFC vs PBR
+558.3%
-430.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | +0.3% | +4.2% | -4.0% | -0.4% |
| 30D | +2.3% | +22.7% | -20.5% | -0.9% |
| 3M | +9.8% | +21.5% | -11.8% | +6.3% |
| 6M | +15.6% | +24.0% | -8.4% | +11.2% |
| YTD | -2.4% | +88.2% | -90.7% | -13.0% |
| 1Y | +13.8% | +74.8% | -61.0% | +2.7% |
| 3Y | +134.6% | +105.1% | +29.5% | +102.6% |
| 5Y | +127.9% | +572.2% | -444.3% | +43.7% |
| All | +127.9% | +558.3% | -430.4% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling