+255.2%
OKE vs PRU
+138.7%
+116.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | 0.0% | -3.8% | +3.8% | +2.5% |
| 30D | +4.6% | -2.0% | +6.6% | +5.8% |
| 3M | +6.9% | +14.0% | -7.0% | -2.5% |
| 6M | +15.8% | +27.2% | -11.5% | -2.7% |
| YTD | +35.2% | +9.1% | +26.1% | +25.0% |
| 1Y | +37.6% | +18.1% | +19.5% | +20.1% |
| 3Y | +72.0% | +44.3% | +27.8% | +27.1% |
| 5Y | +139.0% | +45.7% | +93.2% | +71.2% |
| All | +255.2% | +138.7% | +116.5% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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