+356.5%
WELL vs PFGC
+287.3%
+69.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -1.1% | -3.7% | +2.6% | +0.3% |
| 30D | +0.7% | -16.0% | +16.7% | +7.2% |
| 3M | +14.5% | -4.1% | +18.7% | +15.9% |
| 6M | +14.4% | +8.7% | +5.7% | +9.9% |
| YTD | +28.5% | +6.4% | +22.1% | +23.6% |
| 1Y | +41.8% | -8.4% | +50.1% | +43.9% |
| 3Y | +202.8% | +61.8% | +141.1% | +140.2% |
| 5Y | +208.8% | +108.7% | +100.1% | +109.0% |
| 10Y | +356.5% | +298.1% | +58.4% | +123.9% |
| All | +356.5% | +287.3% | +69.2% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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