+757.3%
WFC vs PFG
+996.3%
-239.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.7% |
| 7D | -1.3% | -2.2% | +1.0% | 0.0% |
| 30D | +3.6% | +6.4% | -2.8% | -0.3% |
| 3M | -1.3% | +2.2% | -3.5% | -3.0% |
| 6M | +18.0% | +16.3% | +1.7% | +7.0% |
| YTD | -5.9% | +33.2% | -39.1% | -21.7% |
| 1Y | +1.8% | +40.6% | -38.8% | -18.1% |
| 3Y | +125.0% | +83.3% | +41.7% | +53.7% |
| 5Y | +92.0% | +97.7% | -5.8% | +24.9% |
| 10Y | +117.9% | +189.9% | -72.0% | +9.3% |
| All | +757.3% | +996.3% | -239.0% | +89.1% |
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 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