+12.8%
PG vs WMB
+270.0%
-257.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | -1.5% | +0.7% | -2.2% | -1.6% |
| 3M | -3.4% | +1.5% | -4.9% | -3.6% |
| 6M | -7.0% | +0.1% | -7.0% | -7.2% |
| YTD | +2.0% | +22.9% | -20.9% | -0.6% |
| 1Y | -6.5% | +27.9% | -34.3% | -9.4% |
| 3Y | +1.2% | +139.1% | -138.0% | -12.5% |
| 5Y | +12.8% | +270.9% | -258.1% | -5.1% |
| All | +12.8% | +270.0% | -257.2% | -5.1% |
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