+232.4%
PM vs WMB
+267.1%
-34.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.2% | -13.8% | +8.6% | -1.5% |
| 30D | +2.7% | -10.3% | +13.0% | +5.5% |
| 3M | +6.1% | -10.1% | +16.2% | +8.7% |
| 6M | +18.0% | -11.8% | +29.9% | +21.3% |
| YTD | +26.6% | +8.9% | +17.6% | +22.5% |
| 1Y | +36.7% | +14.0% | +22.7% | +30.4% |
| 3Y | +146.0% | +100.5% | +45.5% | +95.5% |
| 5Y | +164.1% | +179.5% | -15.4% | +87.8% |
| All | +232.4% | +267.1% | -34.7% | +97.9% |
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