+116.9%
WFC vs PCOR
-10.0%
+126.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +19.7% | -17.5% | -1.0% |
| 7D | +4.5% | +21.8% | -17.3% | +0.9% |
| 30D | +7.4% | +39.5% | -32.2% | +1.3% |
| 3M | -0.5% | +35.2% | -35.8% | -6.1% |
| 6M | +11.7% | +21.7% | -10.1% | +6.6% |
| YTD | -4.6% | +3.9% | -8.6% | -7.0% |
| 1Y | +2.5% | +6.9% | -4.4% | -0.8% |
| 3Y | +123.9% | +44.8% | +79.2% | +103.4% |
| 5Y | +94.3% | -21.9% | +116.3% | +77.3% |
| All | +116.9% | -10.0% | +126.9% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling