-5.5%
PEP vs WELL
+204.6%
-210.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.3% | +0.1% | -0.5% | -0.3% |
| 30D | +11.8% | +6.8% | +5.0% | +9.9% |
| 3M | +3.7% | +6.7% | -3.1% | +2.0% |
| 6M | -4.3% | +13.8% | -18.1% | -7.5% |
| YTD | +2.1% | +33.8% | -31.7% | -4.9% |
| 1Y | +2.5% | +29.6% | -27.1% | -4.0% |
| All | -5.5% | +204.6% | -210.1% | -25.9% |
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