+126.7%
WFC vs PFG
+110.7%
+16.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.2% |
| 7D | +1.1% | +6.0% | -4.9% | -3.4% |
| 30D | +0.8% | +2.2% | -1.4% | -1.1% |
| 3M | +9.3% | +10.4% | -1.1% | +1.0% |
| 6M | +10.6% | +27.8% | -17.1% | -8.4% |
| YTD | -4.1% | +33.6% | -37.7% | -23.4% |
| 1Y | +13.6% | +49.3% | -35.7% | -16.8% |
| 3Y | +130.7% | +69.7% | +61.0% | +52.1% |
| 5Y | +126.7% | +111.3% | +15.4% | +26.8% |
| All | +126.7% | +110.7% | +16.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling