+8,381.3%
WFC vs PCAR
+13,042.4%
-4,661.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.3% |
| 7D | +4.5% | +3.7% | +0.8% | +2.7% |
| 30D | +7.4% | -2.9% | +10.3% | +8.8% |
| 3M | -0.5% | -21.7% | +21.2% | +11.4% |
| 6M | +11.7% | -6.6% | +18.3% | +14.6% |
| YTD | -4.6% | -2.2% | -2.4% | -4.7% |
| 1Y | +2.5% | +12.2% | -9.7% | -4.3% |
| 3Y | +123.9% | +36.5% | +87.4% | +86.7% |
| 5Y | +94.3% | +113.5% | -19.2% | +30.5% |
| 10Y | +156.0% | +319.4% | -163.4% | +26.6% |
| All | +8,381.3% | +13,042.4% | -4,661.1% | +1,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling