+124.9%
WFC vs PCAR
+36.3%
+88.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | +3.5% | -2.6% | -0.6% |
| 30D | +3.3% | -2.3% | +5.5% | +4.2% |
| 3M | -1.4% | -19.3% | +17.9% | +7.5% |
| 6M | +14.7% | -7.1% | +21.8% | +17.3% |
| YTD | -5.9% | -2.8% | -3.1% | -6.1% |
| 1Y | +1.8% | +9.3% | -7.4% | -3.6% |
| 3Y | +124.9% | +33.5% | +91.4% | +87.3% |
| All | +124.9% | +36.3% | +88.6% | +87.3% |
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