+468.3%
WELL vs PFGC
+363.4%
+105.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | +7.8% | +17.4% | -9.6% | +1.1% |
| 3M | +10.2% | -2.4% | +12.6% | +10.4% |
| 6M | +16.4% | +18.2% | -1.9% | +8.2% |
| YTD | +35.2% | +23.7% | +11.5% | +22.3% |
| 1Y | +30.5% | +15.0% | +15.5% | +21.2% |
| 3Y | +206.1% | +82.3% | +123.7% | +131.4% |
| 5Y | +228.3% | +131.9% | +96.3% | +113.7% |
| 10Y | +468.3% | +353.0% | +115.3% | +169.2% |
| All | +468.3% | +363.4% | +105.0% | +169.2% |
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