+763.1%
PM vs WMB
+546.5%
+216.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +5.2% | +3.1% | +2.0% | +4.3% |
| 6M | +3.7% | -0.7% | +4.4% | +3.6% |
| YTD | +15.8% | +25.2% | -9.4% | +10.3% |
| 1Y | +17.4% | +32.9% | -15.5% | +10.3% |
| 3Y | +116.9% | +140.6% | -23.6% | +79.3% |
| 5Y | +117.3% | +273.5% | -156.1% | +63.4% |
| 10Y | +193.8% | +334.2% | -140.5% | +104.7% |
| All | +763.1% | +546.5% | +216.7% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling