+137.0%
OKE vs PCOR
-30.9%
+168.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.2% |
| 7D | +0.7% | -9.0% | +9.7% | +1.9% |
| 30D | +9.4% | +4.2% | +5.2% | +8.6% |
| 3M | +8.6% | +14.4% | -5.9% | +6.1% |
| 6M | +15.3% | +0.2% | +15.1% | +14.1% |
| YTD | +34.8% | -20.3% | +55.0% | +37.7% |
| 1Y | +35.3% | -16.1% | +51.4% | +36.6% |
| 3Y | +69.5% | -14.7% | +84.2% | +66.9% |
| 5Y | +135.2% | -43.2% | +178.3% | +128.4% |
| All | +137.0% | -30.9% | +168.0% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling