-77.6%
PCG vs WMB
+267.1%
-344.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.6% | -13.8% | +12.2% | +4.6% |
| 30D | +1.4% | -10.3% | +11.7% | +5.8% |
| 3M | -23.4% | -10.1% | -13.3% | -20.6% |
| 6M | -19.4% | -11.8% | -7.5% | -15.9% |
| YTD | -18.5% | +8.9% | -27.4% | -23.0% |
| 1Y | -19.5% | +14.0% | -33.5% | -25.6% |
| 3Y | -21.0% | +100.5% | -121.5% | -44.9% |
| 5Y | +13.7% | +179.5% | -165.8% | -33.0% |
| All | -77.6% | +267.1% | -344.7% | -89.7% |
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