+121.4%
OKE vs PCOR
-7.7%
+129.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.7% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | -3.1% | +37.9% | -41.0% | -7.3% |
| 3M | -2.6% | +32.0% | -34.6% | -6.5% |
| 6M | +2.8% | +54.7% | -52.0% | -4.0% |
| YTD | +25.9% | +6.6% | +19.3% | +23.5% |
| 1Y | +34.0% | -1.7% | +35.6% | +33.1% |
| 3Y | +58.9% | +49.0% | +9.9% | +45.2% |
| 5Y | +81.8% | -12.5% | +94.3% | +68.6% |
| All | +121.4% | -7.7% | +129.1% | +104.4% |
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