+142.4%
WFC vs PFG
+239.8%
-97.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | +0.4% | +3.2% | -2.8% | -2.2% |
| 30D | +2.5% | +0.9% | +1.5% | +1.4% |
| 3M | +10.0% | +7.7% | +2.3% | +3.5% |
| 6M | +15.1% | +29.0% | -13.9% | -5.2% |
| YTD | -2.2% | +32.5% | -34.7% | -21.2% |
| 1Y | +13.5% | +47.3% | -33.9% | -15.8% |
| 3Y | +135.2% | +68.2% | +67.0% | +57.2% |
| 5Y | +128.3% | +108.5% | +19.8% | +28.4% |
| 10Y | +142.4% | +241.4% | -99.0% | -15.6% |
| All | +142.4% | +239.8% | -97.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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