+117.4%
PM vs WELL
+207.3%
-89.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | +18.0% | -12.9% | -0.2% |
| 6M | +3.7% | +15.0% | -11.3% | -1.0% |
| YTD | +15.8% | +28.6% | -12.8% | +6.6% |
| 1Y | +17.4% | +42.9% | -25.5% | +4.3% |
| 3Y | +116.9% | +203.0% | -86.1% | +54.4% |
| All | +117.4% | +207.3% | -89.9% | +52.4% |
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