+80.3%
PEP vs WELL
+451.0%
-370.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.0% | +3.5% | -2.5% | +0.3% |
| 30D | +12.6% | +9.7% | +2.9% | +10.3% |
| 3M | +3.1% | +4.8% | -1.6% | +2.0% |
| 6M | -6.3% | +16.1% | -22.4% | -9.5% |
| YTD | +1.9% | +34.7% | -32.8% | -4.9% |
| 1Y | +3.3% | +31.9% | -28.7% | -3.2% |
| 3Y | -4.8% | +209.9% | -214.7% | -26.4% |
| 5Y | +2.0% | +226.5% | -224.5% | -22.9% |
| 10Y | +80.3% | +455.3% | -374.9% | +18.1% |
| All | +80.3% | +451.0% | -370.6% | +18.1% |
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