+427.4%
WFC vs PSLV
+120.6%
+306.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | +0.4% | +3.3% | -2.9% | +0.3% |
| 30D | +2.5% | +2.1% | +0.3% | +2.3% |
| 3M | +10.0% | +7.1% | +2.8% | +9.4% |
| 6M | +15.1% | -21.6% | +36.6% | +16.3% |
| YTD | -2.2% | -6.7% | +4.5% | -3.3% |
| 1Y | +13.5% | +59.3% | -45.8% | +7.7% |
| 3Y | +135.2% | +182.1% | -46.9% | +113.5% |
| 5Y | +128.3% | +162.6% | -34.3% | +106.9% |
| 10Y | +142.4% | +203.0% | -60.6% | +113.7% |
| All | +427.4% | +120.6% | +306.8% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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