-76.0%
PCG vs WMB
+319.8%
-395.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +0.6% | -14.4% | -14.3% |
| 30D | -16.9% | +3.3% | -20.1% | -18.3% |
| 3M | -14.7% | +3.1% | -17.9% | -16.4% |
| 6M | -23.8% | -0.7% | -23.1% | -24.2% |
| YTD | -10.5% | +25.2% | -35.7% | -19.9% |
| 1Y | -5.1% | +32.9% | -38.0% | -17.6% |
| 3Y | -11.6% | +140.6% | -152.2% | -42.7% |
| 5Y | +59.0% | +273.5% | -214.4% | -17.3% |
| All | -76.0% | +319.8% | -395.8% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling