+198.3%
WELL vs PGR
+75.0%
+123.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +2.3% | +4.9% | -2.6% | +1.2% |
| 3M | +12.3% | +7.6% | +4.6% | +10.3% |
| 6M | +15.6% | +8.3% | +7.3% | +13.3% |
| YTD | +28.3% | +1.7% | +26.6% | +27.3% |
| 1Y | +41.9% | -6.8% | +48.8% | +43.7% |
| 3Y | +198.3% | +73.4% | +124.9% | +180.6% |
| All | +198.3% | +75.0% | +123.4% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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