+691.7%
WMB vs PFG
+996.3%
-304.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | +1.6% | -2.2% | +3.8% | +2.6% |
| 30D | -7.1% | +6.4% | -13.4% | -9.8% |
| 3M | -4.0% | +2.2% | -6.2% | -5.5% |
| 6M | -5.7% | +16.3% | -22.0% | -12.7% |
| YTD | +17.2% | +33.2% | -16.1% | +1.4% |
| 1Y | +17.2% | +40.6% | -23.4% | -1.1% |
| 3Y | +121.1% | +83.3% | +37.7% | +62.6% |
| 5Y | +197.2% | +97.7% | +99.4% | +105.7% |
| 10Y | +280.9% | +189.9% | +91.1% | +109.9% |
| All | +691.7% | +996.3% | -304.6% | +40.6% |
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