+356.5%
WELL vs PFG
+239.8%
+116.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.1% | +3.2% | -4.3% | -2.6% |
| 30D | +0.7% | +0.9% | -0.2% | +0.2% |
| 3M | +14.5% | +7.7% | +6.8% | +10.3% |
| 6M | +14.4% | +29.0% | -14.5% | +1.4% |
| YTD | +28.5% | +32.5% | -4.0% | +11.8% |
| 1Y | +41.8% | +47.3% | -5.5% | +16.9% |
| 3Y | +202.8% | +68.2% | +134.6% | +127.1% |
| 5Y | +208.8% | +108.5% | +100.3% | +100.2% |
| 10Y | +356.5% | +241.4% | +115.2% | +114.6% |
| All | +356.5% | +239.8% | +116.8% | +114.6% |
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