+259.9%
WMB vs PFGC
+360.0%
-100.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +2.6% |
| 7D | -6.7% | +10.8% | -17.5% | -9.7% |
| 30D | -8.6% | +17.8% | -26.4% | -13.2% |
| 3M | -4.9% | -2.7% | -2.2% | -5.0% |
| 6M | -6.3% | +20.0% | -26.3% | -12.1% |
| YTD | +13.0% | +24.3% | -11.3% | +4.2% |
| 1Y | +14.9% | +13.2% | +1.7% | +8.8% |
| 3Y | +113.4% | +85.9% | +27.5% | +72.9% |
| 5Y | +190.2% | +141.0% | +49.1% | +109.8% |
| 10Y | +259.9% | +370.6% | -110.8% | +102.4% |
| All | +259.9% | +360.0% | -100.1% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling