-20.7%
PFE vs WMB
+275.1%
-295.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | +10.2% | +3.3% | +7.0% | +9.7% |
| 3M | +12.7% | +3.1% | +9.6% | +12.0% |
| 6M | +10.5% | -0.7% | +11.2% | +10.4% |
| YTD | +20.2% | +25.2% | -5.0% | +15.4% |
| 1Y | +24.1% | +32.9% | -8.8% | +17.7% |
| 3Y | -3.6% | +140.6% | -144.1% | -20.9% |
| All | -20.7% | +275.1% | -295.8% | -34.3% |
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