+13.5%
WFC vs PNR
-47.6%
+61.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.4% | -6.0% | +6.4% | +1.3% |
| 30D | +1.5% | -14.0% | +15.5% | +3.8% |
| 3M | +10.2% | -21.7% | +31.9% | +13.5% |
| 6M | +18.8% | -37.3% | +56.1% | +28.5% |
| YTD | -1.5% | -45.1% | +43.6% | +9.8% |
| 1Y | +13.5% | -49.1% | +62.7% | +29.0% |
| All | +13.5% | -47.6% | +61.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling