+117.4%
PM vs WMB
+275.1%
-157.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | +0.6% | -5.4% | -5.0% |
| 30D | -3.4% | +3.3% | -6.6% | -4.2% |
| 3M | +5.2% | +3.1% | +2.0% | +4.1% |
| 6M | +3.7% | -0.7% | +4.4% | +3.5% |
| YTD | +15.8% | +25.2% | -9.4% | +9.4% |
| 1Y | +17.4% | +32.9% | -15.5% | +8.9% |
| 3Y | +116.9% | +140.6% | -23.6% | +65.9% |
| All | +117.4% | +275.1% | -157.7% | +36.8% |
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