+121.3%
WMB vs PFGC
+82.6%
+38.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +7.8% | +3.4% | +4.4% | +7.4% |
| 30D | -5.1% | +16.9% | -22.0% | -7.2% |
| 3M | -4.7% | +6.4% | -11.1% | -5.3% |
| 6M | -7.4% | +16.0% | -23.4% | -10.1% |
| YTD | +17.5% | +23.6% | -6.2% | +11.6% |
| 1Y | +19.5% | +16.6% | +2.9% | +15.4% |
| 3Y | +121.3% | +82.3% | +39.0% | +91.4% |
| All | +121.3% | +82.6% | +38.7% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling