+94.0%
WFC vs PFG
+101.8%
-7.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | -1.0% |
| 7D | +0.1% | +2.3% | -2.2% | -1.6% |
| 30D | +2.9% | +7.6% | -4.7% | -2.4% |
| 3M | -1.4% | +2.5% | -4.0% | -3.7% |
| 6M | +14.3% | +16.6% | -2.3% | +1.2% |
| YTD | -6.2% | +34.1% | -40.3% | -25.6% |
| 1Y | +1.6% | +44.1% | -42.5% | -23.8% |
| 3Y | +126.9% | +86.3% | +40.7% | +38.2% |
| 5Y | +94.0% | +101.6% | -7.6% | +4.6% |
| All | +94.0% | +101.8% | -7.9% | +4.6% |
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 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