+143.9%
PM vs WELL
+195.0%
-51.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.2% | +4.4% | -9.7% | -6.6% |
| 30D | +2.7% | +10.8% | -8.1% | -1.0% |
| 3M | +5.2% | +4.2% | +1.0% | +3.6% |
| 6M | +17.0% | +14.0% | +3.0% | +11.3% |
| YTD | +25.5% | +33.4% | -7.9% | +12.5% |
| 1Y | +35.5% | +32.4% | +3.1% | +21.5% |
| 3Y | +143.9% | +194.7% | -50.8% | +69.3% |
| All | +143.9% | +195.0% | -51.1% | +69.3% |
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