+139.6%
OKE vs PRU
+43.7%
+95.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | -0.2% | -1.9% | +1.7% | +0.7% |
| 30D | +6.1% | -2.6% | +8.7% | +7.4% |
| 3M | +10.4% | +14.7% | -4.3% | +2.1% |
| 6M | +14.2% | +25.7% | -11.5% | -0.2% |
| YTD | +35.3% | +8.3% | +27.1% | +27.9% |
| 1Y | +40.6% | +17.3% | +23.3% | +26.2% |
| 3Y | +72.2% | +43.2% | +29.0% | +32.9% |
| 5Y | +139.6% | +43.5% | +96.1% | +76.8% |
| All | +139.6% | +43.7% | +95.9% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling