+256.8%
PLD vs WELL
+451.0%
-194.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +2.4% |
| 7D | +0.7% | +3.5% | -2.8% | -0.8% |
| 30D | +0.8% | +9.7% | -8.9% | -3.4% |
| 3M | -6.1% | +4.8% | -10.9% | -8.3% |
| 6M | -8.0% | +16.1% | -24.1% | -14.2% |
| YTD | +4.7% | +34.7% | -30.0% | -8.8% |
| 1Y | +7.2% | +31.9% | -24.7% | -5.9% |
| 3Y | +39.2% | +209.9% | -170.6% | -16.5% |
| 5Y | +1.9% | +226.5% | -224.6% | -40.6% |
| 10Y | +256.8% | +455.3% | -198.5% | +61.2% |
| All | +256.8% | +451.0% | -194.2% | +61.2% |
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