-4.4%
PEP vs WMB
+121.3%
-125.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.3% |
| 7D | +1.1% | +1.6% | -0.5% | +1.1% |
| 30D | +13.6% | -7.1% | +20.7% | +13.5% |
| 3M | +5.1% | -4.0% | +9.1% | +4.9% |
| 6M | -1.6% | -5.7% | +4.1% | -1.7% |
| YTD | +3.3% | +17.2% | -13.8% | +3.3% |
| 1Y | +3.2% | +17.2% | -14.0% | +3.2% |
| All | -4.4% | +121.3% | -125.7% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling