+2.9%
PEP vs WMB
+201.0%
-198.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.2% |
| 7D | -0.3% | +8.1% | -8.4% | -0.8% |
| 30D | +11.8% | -6.9% | +18.6% | +12.2% |
| 3M | +3.7% | -5.1% | +8.8% | +3.8% |
| 6M | -4.3% | -5.7% | +1.4% | -4.1% |
| YTD | +2.1% | +18.1% | -15.9% | +0.2% |
| 1Y | +2.5% | +18.4% | -15.9% | +0.5% |
| 3Y | -5.0% | +122.7% | -127.7% | -16.9% |
| 5Y | +2.9% | +202.0% | -199.2% | -13.2% |
| All | +2.9% | +201.0% | -198.1% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling