+112.4%
WFC vs PFGC
+351.0%
-238.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.5% | +3.4% | -0.9% | +1.4% |
| 30D | +7.0% | +16.9% | -9.9% | +1.6% |
| 3M | -1.8% | +6.4% | -8.2% | -4.1% |
| 6M | +18.4% | +16.0% | +2.4% | +12.0% |
| YTD | -5.6% | +23.6% | -29.2% | -13.3% |
| 1Y | +3.9% | +16.6% | -12.7% | -3.0% |
| 3Y | +126.3% | +82.3% | +44.1% | +82.8% |
| 5Y | +91.1% | +138.7% | -47.6% | +39.3% |
| All | +112.4% | +351.0% | -238.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling