+3,415.6%
WELL vs PFG
+960.1%
+2,455.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +4.4% | -0.6% | +5.1% | +4.6% |
| 30D | +10.8% | +2.0% | +8.8% | +10.0% |
| 3M | +4.2% | -3.2% | +7.4% | +5.1% |
| 6M | +14.0% | +10.9% | +3.1% | +9.5% |
| YTD | +33.4% | +28.8% | +4.6% | +21.1% |
| 1Y | +32.4% | +39.2% | -6.8% | +16.8% |
| 3Y | +194.7% | +75.0% | +119.7% | +135.5% |
| 5Y | +226.5% | +91.9% | +134.5% | +148.5% |
| 10Y | +429.8% | +202.3% | +227.5% | +231.9% |
| All | +3,415.6% | +960.1% | +2,455.5% | +1,160.3% |
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