+281.4%
WMB vs PEG
+171.2%
+110.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.3% |
| 7D | +7.8% | +4.5% | +3.3% | +5.2% |
| 30D | -5.1% | +7.5% | -12.6% | -9.0% |
| 3M | -4.7% | +0.8% | -5.6% | -5.4% |
| 6M | -7.4% | 0.0% | -7.4% | -7.7% |
| YTD | +17.5% | -3.0% | +20.5% | +18.7% |
| 1Y | +19.5% | -4.7% | +24.2% | +21.9% |
| 3Y | +121.3% | +36.5% | +84.8% | +82.8% |
| 5Y | +200.5% | +44.4% | +156.2% | +137.0% |
| All | +281.4% | +171.2% | +110.1% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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