+198.7%
WELL vs PEG
+31.0%
+167.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.7% |
| 30D | +0.7% | -2.6% | +3.4% | +1.9% |
| 3M | +14.5% | -7.6% | +22.1% | +18.7% |
| 6M | +14.4% | -12.2% | +26.6% | +21.2% |
| YTD | +28.5% | -8.1% | +36.5% | +33.6% |
| 1Y | +41.8% | -7.0% | +48.7% | +46.7% |
| All | +198.7% | +31.0% | +167.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling