+134.0%
WFC vs PCG
-77.2%
+211.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +2.9% | +0.1% | +2.9% | +2.9% |
| 3M | -1.4% | -24.4% | +23.0% | +1.0% |
| 6M | +14.3% | -17.7% | +32.0% | +16.0% |
| YTD | -6.2% | -17.4% | +11.2% | -4.9% |
| 1Y | +1.6% | -19.4% | +21.0% | +3.2% |
| 3Y | +126.9% | -18.6% | +145.5% | +129.6% |
| 5Y | +94.0% | +10.2% | +83.7% | +90.3% |
| 10Y | +134.0% | -76.7% | +210.7% | +147.4% |
| All | +134.0% | -77.2% | +211.3% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling