+138.1%
WFC vs PCG
-75.9%
+214.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.6% |
| 7D | +3.8% | -13.9% | +17.6% | +5.1% |
| 30D | +1.5% | -16.9% | +18.3% | +3.1% |
| 3M | +10.9% | -14.7% | +25.6% | +12.2% |
| 6M | +8.4% | -23.8% | +32.2% | +11.0% |
| YTD | -1.9% | -10.5% | +8.6% | -1.3% |
| 1Y | +12.3% | -5.1% | +17.5% | +12.2% |
| 3Y | +132.3% | -11.6% | +143.9% | +133.2% |
| 5Y | +130.1% | +59.0% | +71.1% | +119.1% |
| All | +138.1% | -75.9% | +214.0% | +135.6% |
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