+448.3%
WELL vs PFGC
+484.2%
-35.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +2.7% | +15.0% | -12.3% | -2.6% |
| 30D | +9.8% | +17.0% | -7.1% | +3.4% |
| 3M | +5.8% | -2.5% | +8.2% | +6.0% |
| 6M | +16.2% | +19.2% | -3.0% | +8.1% |
| YTD | +34.9% | +23.4% | +11.4% | +22.6% |
| 1Y | +31.0% | +13.9% | +17.2% | +22.5% |
| 3Y | +205.4% | +82.0% | +123.4% | +133.5% |
| 5Y | +220.8% | +128.7% | +92.2% | +113.7% |
| 10Y | +471.8% | +361.5% | +110.3% | +172.5% |
| All | +448.3% | +484.2% | -35.9% | +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