-23.8%
PFE vs WELL
+221.0%
-244.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.3% | +5.7% | -5.3% | -0.7% |
| 3M | +9.4% | +4.6% | +4.7% | +8.4% |
| 6M | +14.9% | +11.9% | +3.0% | +12.2% |
| YTD | +23.8% | +33.6% | -9.8% | +16.6% |
| 1Y | +19.5% | +29.8% | -10.2% | +13.2% |
| 3Y | +21.0% | +202.2% | -181.1% | -2.0% |
| All | -23.8% | +221.0% | -244.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling