+5,039.4%
WMB vs PNR
+4,177.9%
+861.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | -5.1% | +31.7% | -36.8% | -17.0% |
| 3M | -4.7% | +2.6% | -7.4% | -6.9% |
| 6M | -7.4% | -6.4% | -1.0% | -7.0% |
| YTD | +17.5% | -33.4% | +50.9% | +35.5% |
| 1Y | +19.5% | -35.1% | +54.5% | +39.1% |
| 3Y | +121.3% | +17.1% | +104.2% | +89.0% |
| 5Y | +200.5% | -3.5% | +204.1% | +170.9% |
| 10Y | +281.9% | +100.2% | +181.7% | +134.8% |
| All | +5,039.4% | +4,177.9% | +861.5% | +1,284.7% |
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