+3,288.8%
WELL vs PFG
+1,015.3%
+2,273.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.5% |
| 7D | -0.8% | +5.5% | -6.3% | -2.7% |
| 30D | -0.1% | +2.4% | -2.4% | -1.0% |
| 3M | +18.0% | +13.6% | +4.4% | +12.7% |
| 6M | +15.0% | +27.9% | -12.9% | +5.2% |
| YTD | +28.6% | +35.6% | -6.9% | +14.9% |
| 1Y | +42.9% | +48.5% | -5.5% | +23.3% |
| 3Y | +203.0% | +66.9% | +136.1% | +146.5% |
| 5Y | +206.9% | +111.0% | +95.9% | +125.9% |
| 10Y | +339.5% | +244.5% | +95.0% | +164.0% |
| All | +3,288.8% | +1,015.3% | +2,273.5% | +1,095.6% |
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 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