+46.2%
PFE vs WMB
+265.8%
-219.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -0.7% | -6.9% | +6.2% | +0.3% |
| 30D | +5.3% | -7.2% | +12.5% | +6.3% |
| 3M | +10.1% | -5.4% | +15.6% | +10.7% |
| 6M | +18.0% | -4.9% | +22.9% | +18.2% |
| YTD | +25.8% | +14.7% | +11.1% | +21.8% |
| 1Y | +28.4% | +14.7% | +13.7% | +24.3% |
| 3Y | +20.9% | +116.4% | -95.5% | +3.3% |
| 5Y | -21.5% | +198.5% | -220.1% | -36.9% |
| 10Y | +46.2% | +266.3% | -220.1% | +11.9% |
| All | +46.2% | +265.8% | -219.6% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling