+258.5%
OKE vs PNR
+66.2%
+192.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +1.2% | -6.0% | +7.3% | +4.6% |
| 30D | +4.5% | -14.0% | +18.5% | +12.8% |
| 3M | +9.6% | -21.7% | +31.3% | +22.4% |
| 6M | +15.4% | -37.3% | +52.6% | +43.5% |
| YTD | +36.5% | -45.1% | +81.6% | +81.2% |
| 1Y | +39.0% | -49.1% | +88.1% | +92.6% |
| 3Y | +74.3% | -14.8% | +89.1% | +68.2% |
| 5Y | +141.2% | -21.0% | +162.2% | +137.8% |
| All | +258.5% | +66.2% | +192.3% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling