+129.3%
WFC vs PCAR
+168.1%
-38.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +1.5% | -6.2% | +7.7% | +4.7% |
| 3M | +10.9% | +5.9% | +5.0% | +6.9% |
| 6M | +8.4% | +0.4% | +8.0% | +7.2% |
| YTD | -1.9% | +14.8% | -16.7% | -10.1% |
| 1Y | +12.3% | +30.1% | -17.8% | -4.3% |
| 3Y | +132.3% | +66.6% | +65.7% | +61.7% |
| All | +129.3% | +168.1% | -38.7% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling