+259.9%
WMB vs PFG
+203.0%
+56.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +1.8% |
| 7D | -6.7% | +2.3% | -8.9% | -7.8% |
| 30D | -8.6% | +7.6% | -16.2% | -11.9% |
| 3M | -4.9% | +2.5% | -7.5% | -6.6% |
| 6M | -6.3% | +16.6% | -22.9% | -14.0% |
| YTD | +13.0% | +34.1% | -21.1% | -3.9% |
| 1Y | +14.9% | +44.1% | -29.1% | -5.8% |
| 3Y | +113.4% | +86.3% | +27.1% | +49.7% |
| 5Y | +190.2% | +101.6% | +88.6% | +87.9% |
| 10Y | +259.9% | +197.9% | +62.0% | +66.0% |
| All | +259.9% | +203.0% | +56.9% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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