+205.4%
WELL vs PFGC
+84.6%
+120.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.7% | +15.0% | -12.3% | +0.5% |
| 30D | +9.8% | +17.0% | -7.1% | +7.1% |
| 3M | +5.8% | -2.5% | +8.2% | +5.8% |
| 6M | +16.2% | +19.2% | -3.0% | +12.8% |
| YTD | +34.9% | +23.4% | +11.4% | +29.7% |
| 1Y | +31.0% | +13.9% | +17.2% | +27.6% |
| 3Y | +205.4% | +82.0% | +123.4% | +162.1% |
| All | +205.4% | +84.6% | +120.8% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling