+285.3%
WMB vs PFGC
+110.5%
+174.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.1% | +2.6% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | +7.7% | -15.8% | +23.5% | +11.0% |
| 3M | +6.7% | -0.6% | +7.3% | +6.4% |
| 6M | +3.6% | +10.7% | -7.0% | +0.8% |
| YTD | +28.0% | +7.6% | +20.4% | +24.9% |
| 1Y | +37.6% | -7.8% | +45.4% | +38.7% |
| 3Y | +149.0% | +63.7% | +85.3% | +122.3% |
| 5Y | +285.3% | +112.3% | +173.0% | +222.4% |
| All | +285.3% | +110.5% | +174.8% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PFGC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling