+145.0%
WFC vs PPG
+26.9%
+118.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.4% | -6.2% | +6.6% | +4.2% |
| 30D | +1.5% | -7.9% | +9.5% | +6.5% |
| 3M | +10.2% | -10.2% | +20.4% | +16.6% |
| 6M | +18.8% | +2.7% | +16.1% | +14.7% |
| YTD | -1.5% | +4.9% | -6.4% | -7.0% |
| 1Y | +13.5% | -3.2% | +16.7% | +12.2% |
| 3Y | +135.0% | -17.0% | +152.0% | +150.5% |
| 5Y | +130.1% | -23.3% | +153.4% | +151.0% |
| All | +145.0% | +26.9% | +118.1% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling