+422.9%
WELL vs PFGC
+419.1%
+3.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -0.8% | -2.2% | +1.4% | 0.0% |
| 30D | -0.1% | -11.9% | +11.9% | +4.4% |
| 3M | +18.0% | +5.0% | +13.0% | +15.6% |
| 6M | +15.0% | +8.6% | +6.4% | +10.7% |
| YTD | +28.6% | +9.7% | +18.9% | +22.6% |
| 1Y | +42.9% | -6.3% | +49.2% | +43.9% |
| 3Y | +203.0% | +58.2% | +144.8% | +144.7% |
| 5Y | +206.9% | +110.4% | +96.4% | +110.6% |
| 10Y | +339.5% | +272.8% | +66.7% | +121.7% |
| All | +422.9% | +419.1% | +3.8% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling