+636.1%
WMB vs PFG
+960.1%
-324.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -13.8% | -0.6% | -13.2% | -13.7% |
| 30D | -10.3% | +2.0% | -12.3% | -11.3% |
| 3M | -10.1% | -3.2% | -6.9% | -9.3% |
| 6M | -11.8% | +10.9% | -22.8% | -16.7% |
| YTD | +8.9% | +28.8% | -19.9% | -4.3% |
| 1Y | +14.0% | +39.2% | -25.2% | -3.4% |
| 3Y | +100.5% | +75.0% | +25.5% | +50.5% |
| 5Y | +179.5% | +91.9% | +87.6% | +96.0% |
| 10Y | +272.7% | +202.3% | +70.4% | +101.7% |
| All | +636.1% | +960.1% | -324.1% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling