+3,453.7%
WELL vs PFG
+1,008.7%
+2,445.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +1.6% |
| 30D | +9.8% | +8.2% | +1.7% | +6.8% |
| 3M | +5.8% | +2.7% | +3.1% | +4.5% |
| 6M | +16.2% | +17.2% | -1.0% | +9.5% |
| YTD | +34.9% | +34.8% | +0.1% | +20.6% |
| 1Y | +31.0% | +43.6% | -12.5% | +14.4% |
| 3Y | +205.4% | +85.4% | +120.0% | +139.1% |
| 5Y | +220.8% | +102.2% | +118.7% | +139.8% |
| 10Y | +471.8% | +190.2% | +281.6% | +262.6% |
| All | +3,453.7% | +1,008.7% | +2,445.0% | +1,154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling