+128.3%
WFC vs PEG
+33.9%
+94.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +2.5% | -1.7% | +4.2% | +3.1% |
| 3M | +10.0% | -6.8% | +16.8% | +12.9% |
| 6M | +15.1% | -11.4% | +26.4% | +20.2% |
| YTD | -2.2% | -7.2% | +5.0% | -0.1% |
| 1Y | +13.5% | -6.1% | +19.6% | +15.1% |
| 3Y | +135.2% | +31.8% | +103.5% | +102.8% |
| 5Y | +128.3% | +35.6% | +92.7% | +96.4% |
| All | +128.3% | +33.9% | +94.4% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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