+8,091.0%
WFC vs PCG
+85.2%
+8,005.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | +5.2% | +1.4% | +3.8% | +5.0% |
| 3M | -3.0% | -23.4% | +20.3% | +0.4% |
| 6M | +6.2% | -19.4% | +25.6% | +8.9% |
| YTD | -7.9% | -18.5% | +10.6% | -5.9% |
| 1Y | +0.3% | -19.5% | +19.8% | +2.7% |
| 3Y | +117.7% | -21.0% | +138.7% | +122.4% |
| 5Y | +88.4% | +13.7% | +74.6% | +81.2% |
| 10Y | +147.3% | -77.2% | +224.4% | +160.2% |
| All | +8,091.0% | +85.2% | +8,005.8% | +3,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling