+763.1%
PM vs WELL
+1,171.8%
-408.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | +18.0% | -12.9% | +0.3% |
| 6M | +3.7% | +15.0% | -11.3% | -0.6% |
| YTD | +15.8% | +28.6% | -12.8% | +7.5% |
| 1Y | +17.4% | +42.9% | -25.5% | +5.6% |
| 3Y | +116.9% | +203.0% | -86.1% | +57.5% |
| 5Y | +117.3% | +206.9% | -89.6% | +54.9% |
| 10Y | +193.8% | +339.5% | -145.7% | +75.5% |
| All | +763.1% | +1,171.8% | -408.6% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling