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  • WFC vs PCG✓SelectedUSD · PCGWFC vs PCG performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

WFC vs PCG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,627.7%
PCG return
+103.4%
Excess return
+8,524.3%
Maximum drawdown
-79.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPCGExcessAlpha
1D+0.9%+2.4%-1.6%+0.5%
7D+3.8%-13.9%+17.6%+5.7%
30D+1.5%-16.9%+18.3%+3.8%
3M+10.9%-14.7%+25.6%+12.9%
6M+8.4%-23.8%+32.2%+12.3%
YTD-1.9%-10.5%+8.6%-1.0%
1Y+12.3%-5.1%+17.5%+12.1%
3Y+132.3%-11.6%+143.9%+133.4%
5Y+130.1%+59.0%+71.1%+110.6%
10Y+134.4%-75.7%+210.1%+145.1%
All+8,627.7%+103.4%+8,524.3%+3,720.1%

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