+91.1%
PCG vs WMB
+4,818.6%
-4,727.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.1% | -0.5% |
| 7D | 0.0% | -14.2% | +14.2% | +2.1% |
| 30D | +5.8% | -11.2% | +17.1% | +7.5% |
| 3M | -22.8% | -9.9% | -12.9% | -21.8% |
| 6M | -18.4% | -14.4% | -4.1% | -16.8% |
| YTD | -16.9% | +9.2% | -26.1% | -18.2% |
| 1Y | -17.6% | +15.1% | -32.7% | -19.6% |
| 3Y | -20.0% | +99.2% | -119.2% | -27.9% |
| 5Y | +16.0% | +180.2% | -164.2% | -0.4% |
| 10Y | -76.7% | +273.7% | -350.4% | -81.1% |
| All | +91.1% | +4,818.6% | -4,727.5% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling