+19,401.7%
WELL vs PCAR
+12,836.9%
+6,564.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.6% |
| 7D | +5.3% | +2.2% | +3.1% | +4.7% |
| 30D | +8.7% | -4.4% | +13.1% | +9.9% |
| 3M | +3.8% | -21.4% | +25.3% | +10.1% |
| 6M | +15.4% | -7.3% | +22.7% | +16.9% |
| YTD | +33.7% | -3.8% | +37.4% | +33.8% |
| 1Y | +33.6% | +6.3% | +27.4% | +30.3% |
| 3Y | +194.2% | +34.4% | +159.8% | +164.3% |
| 5Y | +227.0% | +109.2% | +117.8% | +160.1% |
| 10Y | +430.7% | +312.9% | +117.9% | +252.7% |
| All | +19,401.7% | +12,836.9% | +6,564.8% | +8,115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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