+471.8%
WELL vs PFG
+195.4%
+276.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +1.3% |
| 30D | +9.8% | +8.2% | +1.7% | +5.9% |
| 3M | +5.8% | +2.7% | +3.1% | +4.1% |
| 6M | +16.2% | +17.2% | -1.0% | +7.4% |
| YTD | +34.9% | +34.8% | +0.1% | +16.1% |
| 1Y | +31.0% | +43.6% | -12.5% | +9.2% |
| 3Y | +205.4% | +85.4% | +120.0% | +117.2% |
| 5Y | +220.8% | +102.2% | +118.7% | +110.9% |
| 10Y | +471.8% | +190.2% | +281.6% | +170.9% |
| All | +471.8% | +195.4% | +276.4% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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