+126.9%
WFC vs PFG
+84.7%
+42.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | -0.8% |
| 7D | +0.1% | +2.3% | -2.2% | -1.4% |
| 30D | +2.9% | +7.6% | -4.7% | -2.0% |
| 3M | -1.4% | +2.5% | -4.0% | -3.5% |
| 6M | +14.3% | +16.6% | -2.3% | +1.9% |
| YTD | -6.2% | +34.1% | -40.3% | -24.7% |
| 1Y | +1.6% | +44.1% | -42.5% | -22.9% |
| 3Y | +126.9% | +86.3% | +40.7% | +40.1% |
| All | +126.9% | +84.7% | +42.2% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling