+276.8%
WMB vs PFGC
+114.5%
+162.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.0% |
| 30D | +3.3% | -11.9% | +15.2% | +5.6% |
| 3M | +3.1% | +5.0% | -1.9% | +1.8% |
| 6M | -0.7% | +8.6% | -9.3% | -2.9% |
| YTD | +25.2% | +9.7% | +15.5% | +21.7% |
| 1Y | +32.9% | -6.3% | +39.2% | +33.5% |
| 3Y | +140.6% | +58.2% | +82.3% | +116.0% |
| All | +276.8% | +114.5% | +162.3% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling