+117.7%
WFC vs PCG
-21.6%
+139.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | 0.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | +5.2% | +1.4% | +3.8% | +4.9% |
| 3M | -3.0% | -23.4% | +20.3% | +1.4% |
| 6M | +6.2% | -19.4% | +25.6% | +9.1% |
| YTD | -7.9% | -18.5% | +10.6% | -6.2% |
| 1Y | +0.3% | -19.5% | +19.8% | +2.5% |
| 3Y | +117.7% | -21.0% | +138.7% | +120.3% |
| All | +117.7% | -21.6% | +139.3% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling