+165.8%
PM vs WMB
+178.0%
-12.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.2% | -13.8% | +8.6% | -2.2% |
| 30D | +2.7% | -10.3% | +13.0% | +4.9% |
| 3M | +5.2% | -10.1% | +15.3% | +7.2% |
| 6M | +17.0% | -11.8% | +28.8% | +19.6% |
| YTD | +25.5% | +8.9% | +16.6% | +21.9% |
| 1Y | +35.5% | +14.0% | +21.6% | +30.1% |
| 3Y | +143.9% | +100.5% | +43.4% | +94.9% |
| All | +165.8% | +178.0% | -12.1% | +88.4% |
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 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