+109.5%
WFC vs PCOR
-10.3%
+119.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | +22.7% | -21.5% | -2.4% |
| 30D | +5.2% | +37.5% | -32.3% | -0.5% |
| 3M | -3.0% | +35.2% | -38.2% | -8.5% |
| 6M | +6.2% | +42.2% | -36.0% | -1.3% |
| YTD | -7.9% | +3.6% | -11.5% | -10.1% |
| 1Y | +0.3% | -4.8% | +5.0% | -0.6% |
| 3Y | +117.7% | +48.3% | +69.4% | +97.1% |
| 5Y | +88.4% | -20.1% | +108.4% | +71.7% |
| All | +109.5% | -10.3% | +119.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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