+123.2%
WFC vs PCOR
-30.9%
+154.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +1.6% |
| 7D | +3.8% | -9.0% | +12.7% | +5.4% |
| 30D | +1.5% | +4.2% | -2.7% | +0.5% |
| 3M | +10.9% | +14.4% | -3.6% | +7.6% |
| 6M | +8.4% | +0.2% | +8.3% | +6.8% |
| YTD | -1.9% | -20.3% | +18.4% | +0.5% |
| 1Y | +12.3% | -16.1% | +28.5% | +13.5% |
| 3Y | +132.3% | -14.7% | +147.0% | +129.1% |
| 5Y | +130.1% | -43.2% | +173.2% | +120.4% |
| All | +123.2% | -30.9% | +154.1% | +116.1% |
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