+128.1%
WFC vs PFGC
+485.3%
-357.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | +3.6% | +17.4% | -13.8% | -1.6% |
| 3M | -1.3% | -2.4% | +1.1% | -1.1% |
| 6M | +18.0% | +18.2% | -0.2% | +11.2% |
| YTD | -5.9% | +23.7% | -29.5% | -13.3% |
| 1Y | +1.8% | +15.0% | -13.2% | -4.2% |
| 3Y | +125.0% | +82.3% | +42.7% | +83.2% |
| 5Y | +92.0% | +131.9% | -40.0% | +42.7% |
| 10Y | +117.9% | +353.0% | -235.1% | +43.0% |
| All | +128.1% | +485.3% | -357.2% | +46.6% |
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