+237.2%
WMB vs PCOR
-7.6%
+244.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +7.8% | +3.0% | +4.8% | +7.7% |
| 30D | -5.1% | +38.7% | -43.8% | -6.7% |
| 3M | -4.7% | +24.9% | -29.6% | -5.8% |
| 6M | -7.4% | +68.8% | -76.2% | -10.4% |
| YTD | +17.5% | +6.7% | +10.8% | +17.2% |
| 1Y | +19.5% | +3.0% | +16.5% | +19.6% |
| 3Y | +121.3% | +48.6% | +72.7% | +111.9% |
| 5Y | +200.5% | -12.7% | +213.2% | +185.2% |
| All | +237.2% | -7.6% | +244.8% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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