+90.6%
WFC vs PCAR
+116.9%
-26.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.2% |
| 7D | -1.3% | +2.2% | -3.5% | -2.4% |
| 30D | +3.6% | +0.3% | +3.3% | +3.3% |
| 3M | -1.3% | -17.9% | +16.6% | +8.9% |
| 6M | +18.0% | -3.4% | +21.4% | +18.8% |
| YTD | -5.9% | -0.1% | -5.8% | -7.5% |
| 1Y | +1.8% | +13.4% | -11.6% | -6.9% |
| 3Y | +125.0% | +37.2% | +87.8% | +73.8% |
| All | +90.6% | +116.9% | -26.3% | +0.7% |
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