+139.6%
OKE vs PCOR
-42.7%
+182.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.2% |
| 7D | -0.2% | -9.0% | +8.8% | +1.1% |
| 30D | +6.1% | -7.0% | +13.0% | +6.9% |
| 3M | +10.4% | +18.3% | -7.9% | +7.3% |
| 6M | +14.2% | -7.8% | +22.0% | +14.2% |
| YTD | +35.3% | -25.6% | +60.9% | +39.6% |
| 1Y | +40.6% | -22.7% | +63.3% | +43.8% |
| 3Y | +72.2% | -17.7% | +89.9% | +70.1% |
| 5Y | +139.6% | -42.0% | +181.7% | +134.8% |
| All | +139.6% | -42.7% | +182.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling