+5,376.0%
WMB vs PNR
+3,652.8%
+1,723.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | -2.4% | +2.9% | +1.6% |
| 30D | +3.3% | -12.8% | +16.0% | +9.5% |
| 3M | +3.1% | -17.0% | +20.1% | +10.6% |
| 6M | -0.7% | -37.4% | +36.7% | +20.0% |
| YTD | +25.2% | -41.6% | +66.8% | +54.7% |
| 1Y | +32.9% | -44.6% | +77.5% | +67.8% |
| 3Y | +140.6% | -12.1% | +152.7% | +136.4% |
| 5Y | +273.5% | -17.4% | +290.8% | +264.0% |
| 10Y | +334.2% | +64.0% | +270.2% | +194.8% |
| All | +5,376.0% | +3,652.8% | +1,723.2% | +1,481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling