+3,280.3%
PEP vs WELL
+19,568.3%
-16,288.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +6.7% | +5.3% | +1.4% | +5.6% |
| 30D | +13.5% | +8.7% | +4.8% | +11.7% |
| 3M | +3.9% | +3.8% | +0.1% | +3.1% |
| 6M | -6.0% | +15.4% | -21.3% | -8.7% |
| YTD | +2.5% | +33.7% | -31.2% | -3.4% |
| 1Y | +3.9% | +33.6% | -29.7% | -2.0% |
| 3Y | -4.7% | +194.2% | -198.9% | -23.2% |
| 5Y | +1.1% | +227.0% | -225.9% | -21.0% |
| 10Y | +83.8% | +430.7% | -346.9% | +24.9% |
| All | +3,280.3% | +19,568.3% | -16,288.1% | +1,429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling