+229.2%
WMB vs PCOR
-9.2%
+238.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -6.9% | +20.7% | -27.6% | -7.8% |
| 30D | -7.2% | +35.7% | -42.8% | -8.6% |
| 3M | -5.4% | +31.1% | -36.5% | -6.9% |
| 6M | -4.9% | +43.1% | -48.0% | -7.0% |
| YTD | +14.7% | +4.8% | +9.9% | +14.6% |
| 1Y | +14.7% | -3.7% | +18.4% | +15.5% |
| 3Y | +116.4% | +46.5% | +69.8% | +107.3% |
| 5Y | +198.5% | -17.3% | +215.8% | +183.5% |
| All | +229.2% | -9.2% | +238.4% | +214.4% |
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