+8,432.7%
WFC vs PNR
+3,553.7%
+4,879.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.1% |
| 7D | +1.1% | -3.0% | +4.1% | +2.3% |
| 30D | +0.8% | -14.9% | +15.7% | +7.6% |
| 3M | +9.3% | -19.0% | +28.3% | +17.5% |
| 6M | +10.6% | -35.9% | +46.6% | +30.6% |
| YTD | -4.1% | -43.1% | +39.1% | +18.4% |
| 1Y | +13.6% | -46.4% | +60.0% | +43.5% |
| 3Y | +130.7% | -10.8% | +141.6% | +133.1% |
| 5Y | +126.7% | -18.9% | +145.6% | +133.6% |
| 10Y | +132.1% | +64.4% | +67.7% | +77.9% |
| All | +8,432.7% | +3,553.7% | +4,879.0% | +3,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling