+283.3%
WMB vs PFGC
+346.1%
-62.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | -6.9% | +16.1% | -23.0% | -11.2% |
| 3M | -5.1% | +2.4% | -7.5% | -6.4% |
| 6M | -5.7% | +15.7% | -21.4% | -10.6% |
| YTD | +18.1% | +22.3% | -4.2% | +9.3% |
| 1Y | +18.4% | +13.9% | +4.5% | +11.8% |
| 3Y | +122.7% | +80.3% | +42.4% | +82.0% |
| 5Y | +202.0% | +136.1% | +65.9% | +119.8% |
| All | +283.3% | +346.1% | -62.8% | +114.9% |
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