+137.8%
WFC vs PFGC
+419.1%
-281.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.8% | -2.2% | +6.0% | +4.5% |
| 30D | +1.5% | -11.9% | +13.4% | +5.2% |
| 3M | +10.9% | +5.0% | +5.9% | +8.8% |
| 6M | +8.4% | +8.6% | -0.2% | +4.9% |
| YTD | -1.9% | +9.7% | -11.6% | -6.0% |
| 1Y | +12.3% | -6.3% | +18.6% | +12.9% |
| 3Y | +132.3% | +58.2% | +74.1% | +97.9% |
| 5Y | +130.1% | +110.4% | +19.6% | +76.5% |
| 10Y | +134.4% | +272.8% | -138.4% | +61.2% |
| All | +137.8% | +419.1% | -281.3% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling