-13.1%
PEP vs WELL
+204.6%
-217.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -1.1% | +18.0% | -19.1% | -4.9% |
| 6M | -13.5% | +15.0% | -28.5% | -16.4% |
| YTD | -1.2% | +28.6% | -29.8% | -7.0% |
| 1Y | -1.6% | +42.9% | -44.5% | -9.7% |
| All | -13.1% | +204.6% | -217.7% | -32.5% |
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