+168.1%
PM vs WELL
+227.0%
-58.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.2% | +4.4% | -9.7% | -6.5% |
| 30D | +2.7% | +10.8% | -8.1% | -0.7% |
| 3M | +6.1% | +4.2% | +1.9% | +4.6% |
| 6M | +18.0% | +14.0% | +4.0% | +12.8% |
| YTD | +26.6% | +33.4% | -6.8% | +14.8% |
| 1Y | +36.7% | +32.4% | +4.3% | +24.1% |
| 3Y | +146.0% | +194.7% | -48.7% | +74.3% |
| All | +168.1% | +227.0% | -58.9% | +84.6% |
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