+143.9%
PM vs WMB
+97.7%
+46.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -5.2% | -13.8% | +8.6% | -3.3% |
| 30D | +2.7% | -10.3% | +13.0% | +4.1% |
| 3M | +5.2% | -10.1% | +15.3% | +6.5% |
| 6M | +17.0% | -11.8% | +28.8% | +18.7% |
| YTD | +25.5% | +8.9% | +16.6% | +23.4% |
| 1Y | +35.5% | +14.0% | +21.6% | +32.3% |
| 3Y | +143.9% | +100.5% | +43.4% | +107.7% |
| All | +143.9% | +97.7% | +46.2% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling