+117.7%
WFC vs PCAR
+31.0%
+86.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.6% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +5.2% | -4.6% | +9.8% | +7.2% |
| 3M | -3.0% | -22.6% | +19.5% | +7.5% |
| 6M | +6.2% | -12.0% | +18.2% | +11.1% |
| YTD | -7.9% | -6.1% | -1.8% | -6.8% |
| 1Y | +0.3% | +6.3% | -6.0% | -4.0% |
| 3Y | +117.7% | +31.8% | +85.9% | +76.0% |
| All | +117.7% | +31.0% | +86.7% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling