+75.3%
OKE vs PCOR
-17.1%
+92.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.3% | +2.5% |
| 7D | +1.9% | -6.9% | +8.8% | +2.7% |
| 30D | +12.8% | -1.5% | +14.4% | +12.8% |
| 3M | +11.9% | +18.5% | -6.6% | +9.4% |
| 6M | +14.9% | -4.7% | +19.5% | +14.9% |
| YTD | +37.7% | -22.8% | +60.5% | +42.3% |
| 1Y | +44.1% | -20.7% | +64.8% | +47.7% |
| 3Y | +75.3% | -14.6% | +89.8% | +75.5% |
| All | +75.3% | -17.1% | +92.3% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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