+9.3%
PCG vs WMB
+200.5%
-191.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.2% | +7.8% | -5.7% | -0.6% |
| 30D | +0.8% | -5.1% | +5.9% | +2.3% |
| 3M | -23.8% | -4.7% | -19.1% | -23.0% |
| 6M | -19.6% | -7.4% | -12.2% | -18.1% |
| YTD | -16.7% | +17.5% | -34.2% | -23.2% |
| 1Y | -19.4% | +19.5% | -38.9% | -26.2% |
| 3Y | -18.3% | +121.3% | -139.6% | -44.8% |
| All | +9.3% | +200.5% | -191.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling