+211.0%
WELL vs PFGC
+110.5%
+100.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | +0.5% | -15.8% | +16.3% | +3.9% |
| 3M | +19.1% | -0.6% | +19.7% | +19.0% |
| 6M | +17.0% | +10.7% | +6.3% | +14.1% |
| YTD | +29.2% | +7.6% | +21.6% | +26.3% |
| 1Y | +42.1% | -7.8% | +50.0% | +43.4% |
| 3Y | +204.5% | +63.7% | +140.8% | +166.9% |
| 5Y | +211.0% | +112.3% | +98.7% | +148.2% |
| All | +211.0% | +110.5% | +100.5% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling