+90.1%
PEP vs WELL
+475.0%
-384.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +13.6% | +7.8% | +5.8% | +11.7% |
| 3M | +5.1% | +10.2% | -5.1% | +2.8% |
| 6M | -1.6% | +16.4% | -18.0% | -5.0% |
| YTD | +3.3% | +35.2% | -31.8% | -3.6% |
| 1Y | +3.2% | +30.5% | -27.2% | -3.0% |
| 3Y | -3.9% | +206.1% | -210.0% | -25.4% |
| 5Y | +4.0% | +228.3% | -224.2% | -21.4% |
| 10Y | +90.1% | +468.3% | -378.2% | +26.2% |
| All | +90.1% | +475.0% | -384.8% | +26.2% |
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