+295.4%
WMB vs PNR
+66.6%
+228.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.5% |
| 7D | -1.7% | -5.5% | +3.8% | +0.6% |
| 30D | +0.7% | -15.6% | +16.3% | +7.7% |
| 3M | +1.5% | -20.2% | +21.7% | +10.0% |
| 6M | +0.1% | -36.6% | +36.7% | +18.6% |
| YTD | +22.9% | -45.0% | +67.9% | +53.6% |
| 1Y | +27.9% | -47.4% | +75.3% | +62.6% |
| 3Y | +139.1% | -13.7% | +152.9% | +130.7% |
| 5Y | +270.9% | -20.8% | +291.7% | +265.5% |
| All | +295.4% | +66.6% | +228.8% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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