+142.4%
WFC vs PFGC
+287.3%
-144.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +0.4% | -3.7% | +4.2% | +1.6% |
| 30D | +2.5% | -16.0% | +18.4% | +8.0% |
| 3M | +10.0% | -4.1% | +14.1% | +11.0% |
| 6M | +15.1% | +8.7% | +6.4% | +11.2% |
| YTD | -2.2% | +6.4% | -8.6% | -5.5% |
| 1Y | +13.5% | -8.4% | +21.8% | +14.8% |
| 3Y | +135.2% | +61.8% | +73.5% | +98.0% |
| 5Y | +128.3% | +108.7% | +19.6% | +74.0% |
| 10Y | +142.4% | +298.1% | -155.7% | +68.5% |
| All | +142.4% | +287.3% | -144.9% | +68.5% |
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