+126.7%
WFC vs PFGC
+110.5%
+16.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.5% |
| 7D | +1.1% | -2.4% | +3.5% | +2.0% |
| 30D | +0.8% | -15.8% | +16.6% | +7.2% |
| 3M | +9.3% | -0.6% | +9.9% | +8.9% |
| 6M | +10.6% | +10.7% | 0.0% | +5.1% |
| YTD | -4.1% | +7.6% | -11.7% | -8.8% |
| 1Y | +13.6% | -7.8% | +21.4% | +15.1% |
| 3Y | +130.7% | +63.7% | +67.0% | +82.5% |
| 5Y | +126.7% | +112.3% | +14.5% | +56.8% |
| All | +126.7% | +110.5% | +16.2% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling