+91.3%
PEP vs WELL
+464.2%
-373.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.3% |
| 30D | +11.8% | +6.8% | +5.0% | +10.1% |
| 3M | +3.7% | +6.7% | -3.1% | +2.1% |
| 6M | -4.3% | +13.8% | -18.1% | -7.2% |
| YTD | +2.1% | +33.8% | -31.7% | -4.5% |
| 1Y | +2.5% | +29.6% | -27.1% | -3.5% |
| 3Y | -5.0% | +203.1% | -208.1% | -26.2% |
| 5Y | +2.9% | +223.8% | -221.0% | -22.1% |
| All | +91.3% | +464.2% | -373.0% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling