-11.9%
PEP vs WMB
+140.5%
-152.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +0.2% | +3.3% | -3.0% | +0.2% |
| 3M | -1.1% | +3.1% | -4.2% | -1.1% |
| 6M | -13.5% | -0.7% | -12.8% | -13.4% |
| YTD | -1.2% | +25.2% | -26.3% | -1.2% |
| 1Y | -1.6% | +32.9% | -34.4% | -1.6% |
| All | -11.9% | +140.5% | -152.4% | -17.7% |
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 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