+337.6%
WELL vs PBF
+354.3%
-16.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | 0.0% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | +0.5% | +24.9% | -24.3% | -2.9% |
| 3M | +19.1% | +81.9% | -62.8% | +8.1% |
| 6M | +17.0% | +79.4% | -62.4% | +5.2% |
| YTD | +29.2% | +188.3% | -159.1% | +7.2% |
| 1Y | +42.1% | +177.3% | -135.1% | +17.6% |
| 3Y | +204.5% | +56.0% | +148.5% | +165.8% |
| 5Y | +211.0% | +804.0% | -593.0% | +77.7% |
| 10Y | +337.6% | +334.1% | +3.5% | +118.5% |
| All | +337.6% | +354.3% | -16.7% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling