+837.9%
PM vs WELL
+1,223.5%
-385.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.3% | +6.8% | -8.1% | -3.2% |
| 3M | +6.5% | +6.7% | -0.2% | +4.5% |
| 6M | +7.0% | +13.8% | -6.8% | +2.9% |
| YTD | +25.8% | +33.8% | -8.0% | +15.3% |
| 1Y | +30.9% | +29.6% | +1.3% | +21.0% |
| 3Y | +148.0% | +203.1% | -55.1% | +80.0% |
| 5Y | +161.2% | +223.8% | -62.7% | +83.5% |
| 10Y | +261.5% | +462.8% | -201.3% | +101.3% |
| All | +837.9% | +1,223.5% | -385.5% | +309.9% |
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