+117.9%
WFC vs PCAR
+290.1%
-172.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.5% |
| 7D | -1.3% | +2.2% | -3.5% | -2.7% |
| 30D | +3.6% | +0.3% | +3.3% | +3.2% |
| 3M | -1.3% | -17.9% | +16.6% | +11.2% |
| 6M | +18.0% | -3.4% | +21.4% | +19.0% |
| YTD | -5.9% | -0.1% | -5.8% | -7.8% |
| 1Y | +1.8% | +13.4% | -11.6% | -8.5% |
| 3Y | +125.0% | +37.2% | +87.8% | +69.4% |
| 5Y | +92.0% | +117.3% | -25.4% | +1.3% |
| 10Y | +117.9% | +295.0% | -177.1% | -23.2% |
| All | +117.9% | +290.1% | -172.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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