+313.2%
WMB vs PFGC
+287.3%
+25.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | +4.6% | -16.0% | +20.6% | +9.6% |
| 3M | +5.7% | -4.1% | +9.9% | +6.5% |
| 6M | +4.2% | +8.7% | -4.5% | +0.8% |
| YTD | +26.8% | +6.4% | +20.5% | +23.0% |
| 1Y | +34.7% | -8.4% | +43.1% | +36.1% |
| 3Y | +146.8% | +61.8% | +85.0% | +109.1% |
| 5Y | +285.0% | +108.7% | +176.3% | +191.3% |
| 10Y | +313.2% | +298.1% | +15.1% | +140.7% |
| All | +313.2% | +287.3% | +25.9% | +140.7% |
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