-24.0%
PFE vs WMB
+201.0%
-225.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -2.1% | +8.1% | -10.2% | -2.9% |
| 30D | +3.1% | -6.9% | +10.0% | +3.8% |
| 3M | +11.2% | -5.1% | +16.3% | +11.5% |
| 6M | +15.0% | -5.7% | +20.8% | +15.3% |
| YTD | +23.5% | +18.1% | +5.5% | +19.0% |
| 1Y | +18.9% | +18.4% | +0.5% | +14.4% |
| 3Y | +18.7% | +122.7% | -104.0% | -2.7% |
| 5Y | -24.0% | +202.0% | -226.1% | -36.5% |
| All | -24.0% | +201.0% | -225.0% | -36.5% |
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 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