+3,280.3%
PEP vs WMB
+4,818.6%
-1,538.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.6% |
| 7D | +6.7% | -14.2% | +20.9% | +8.0% |
| 30D | +13.5% | -11.2% | +24.8% | +14.5% |
| 3M | +3.9% | -9.9% | +13.8% | +4.7% |
| 6M | -6.0% | -14.4% | +8.4% | -5.0% |
| YTD | +2.5% | +9.2% | -6.8% | +1.4% |
| 1Y | +3.9% | +15.1% | -11.1% | +2.3% |
| 3Y | -4.7% | +99.2% | -103.9% | -10.9% |
| 5Y | +1.1% | +180.2% | -179.1% | -8.6% |
| 10Y | +83.8% | +273.7% | -189.9% | +58.8% |
| All | +3,280.3% | +4,818.6% | -1,538.3% | +1,378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling