-18.3%
PCG vs WELL
+204.0%
-222.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +0.8% | +5.7% | -4.9% | -1.7% |
| 3M | -23.8% | +4.6% | -28.4% | -25.2% |
| 6M | -19.6% | +11.9% | -31.5% | -23.6% |
| YTD | -16.7% | +33.6% | -50.3% | -26.6% |
| 1Y | -19.4% | +29.8% | -49.1% | -28.2% |
| 3Y | -18.3% | +202.2% | -220.5% | -50.3% |
| All | -18.3% | +204.0% | -222.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 3y: compounded portfolio wealth divided by compounded WELL 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…
3y analysis · Full analysis span regression · 6 months rolling