+3,391.6%
PFE vs WMB
+4,805.5%
-1,413.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | -13.8% | +10.1% | -2.1% |
| 30D | +5.0% | -10.3% | +15.3% | +6.2% |
| 3M | +12.2% | -10.1% | +22.2% | +13.3% |
| 6M | +14.6% | -11.8% | +26.4% | +15.9% |
| YTD | +24.1% | +8.9% | +15.2% | +22.2% |
| 1Y | +26.6% | +14.0% | +12.6% | +23.9% |
| 3Y | +14.3% | +100.5% | -86.2% | +4.0% |
| 5Y | -21.9% | +179.5% | -201.4% | -32.0% |
| 10Y | +62.6% | +272.7% | -210.1% | +33.2% |
| All | +3,391.6% | +4,805.5% | -1,413.9% | +1,520.0% |
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