+8,598.6%
WFC vs PPG
+2,625.9%
+5,972.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +3.3% |
| 7D | +0.4% | -3.7% | +4.2% | +2.6% |
| 30D | +2.5% | -7.2% | +9.7% | +6.9% |
| 3M | +10.0% | -7.3% | +17.3% | +14.0% |
| 6M | +15.1% | +0.3% | +14.8% | +12.9% |
| YTD | -2.2% | +6.5% | -8.7% | -8.0% |
| 1Y | +13.5% | +0.5% | +12.9% | +9.9% |
| 3Y | +135.2% | -15.3% | +150.5% | +147.0% |
| 5Y | +128.3% | -22.9% | +151.2% | +147.7% |
| 10Y | +142.4% | +28.4% | +114.0% | +90.6% |
| All | +8,598.6% | +2,625.9% | +5,972.7% | +1,643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling