+75.0%
PEP vs WMB
+319.8%
-244.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | +3.3% | -3.0% | -0.3% |
| 3M | -1.1% | +3.1% | -4.2% | -1.7% |
| 6M | -13.5% | -0.7% | -12.8% | -13.6% |
| YTD | -1.2% | +25.2% | -26.3% | -4.8% |
| 1Y | -1.6% | +32.9% | -34.4% | -6.2% |
| 3Y | -12.5% | +140.6% | -153.1% | -25.7% |
| 5Y | +3.0% | +273.5% | -270.4% | -19.7% |
| All | +75.0% | +319.8% | -244.9% | +26.5% |
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