+117.9%
WFC vs PCG
-76.4%
+194.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.3% | -2.2% | +1.0% | -1.0% |
| 30D | +3.6% | -0.5% | +4.0% | +3.6% |
| 3M | -1.3% | -24.0% | +22.7% | +1.1% |
| 6M | +18.0% | -18.6% | +36.6% | +19.9% |
| YTD | -5.9% | -17.7% | +11.8% | -4.6% |
| 1Y | +1.8% | -20.0% | +21.8% | +3.5% |
| 3Y | +125.0% | -20.2% | +145.2% | +128.1% |
| 5Y | +92.0% | +8.4% | +83.6% | +88.6% |
| 10Y | +117.9% | -76.4% | +194.3% | +129.3% |
| All | +117.9% | -76.4% | +194.3% | +129.3% |
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