+90.7%
WFC vs PCG
+10.2%
+80.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.3% |
| 7D | +2.5% | +2.2% | +0.4% | +1.9% |
| 30D | +7.0% | +0.8% | +6.2% | +6.7% |
| 3M | -1.8% | -23.8% | +22.0% | +5.4% |
| 6M | +18.4% | -19.6% | +38.0% | +24.1% |
| YTD | -5.6% | -16.7% | +11.1% | -3.0% |
| 1Y | +3.9% | -19.4% | +23.3% | +8.0% |
| 3Y | +126.3% | -18.3% | +144.6% | +128.5% |
| All | +90.7% | +10.2% | +80.4% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling