+76.6%
PEP vs WELL
+335.2%
-258.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +0.7% | +0.5% | +0.1% | +0.5% |
| 3M | -0.5% | +19.1% | -19.6% | -4.4% |
| 6M | -11.3% | +17.0% | -28.3% | -14.5% |
| YTD | -0.6% | +29.2% | -29.8% | -6.3% |
| 1Y | +1.7% | +42.1% | -40.5% | -6.3% |
| 3Y | -12.5% | +204.5% | -217.0% | -32.2% |
| 5Y | +3.9% | +211.0% | -207.1% | -20.8% |
| 10Y | +76.6% | +337.6% | -261.0% | +25.8% |
| All | +76.6% | +335.2% | -258.6% | +25.8% |
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