+4.9%
PEP vs WMB
+15.1%
-10.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | -0.1% |
| 7D | +6.7% | -14.2% | +20.9% | +5.8% |
| 30D | +13.5% | -11.2% | +24.8% | +12.5% |
| 3M | +3.9% | -9.9% | +13.8% | +3.1% |
| 6M | -6.0% | -14.4% | +8.4% | -6.4% |
| YTD | +2.5% | +9.2% | -6.8% | +3.4% |
| All | +4.9% | +15.1% | -10.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling