+116.1%
PG vs WMB
+307.8%
-191.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | +0.8% | -0.4% | +1.3% | +0.8% |
| 3M | -1.3% | +3.2% | -4.6% | -1.9% |
| 6M | -3.8% | +0.1% | -3.9% | -4.1% |
| YTD | +3.6% | +23.9% | -20.2% | +0.6% |
| 1Y | -5.7% | +27.6% | -33.3% | -9.0% |
| 3Y | +1.6% | +141.9% | -140.3% | -10.9% |
| 5Y | +14.6% | +273.8% | -259.2% | -5.7% |
| All | +116.1% | +307.8% | -191.6% | +72.4% |
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