+793.6%
WFC vs PFG
+1,015.3%
-221.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.8% |
| 7D | +3.8% | +5.5% | -1.7% | +0.2% |
| 30D | +1.5% | +2.4% | -0.9% | -0.2% |
| 3M | +10.9% | +13.6% | -2.7% | +2.1% |
| 6M | +8.4% | +27.9% | -19.5% | -7.2% |
| YTD | -1.9% | +35.6% | -37.4% | -19.1% |
| 1Y | +12.3% | +48.5% | -36.1% | -12.5% |
| 3Y | +132.3% | +66.9% | +65.5% | +68.2% |
| 5Y | +130.1% | +111.0% | +19.1% | +44.0% |
| 10Y | +134.4% | +244.5% | -110.1% | +6.7% |
| All | +793.6% | +1,015.3% | -221.6% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling