+4,170.7%
OKE vs PRU
+786.9%
+3,383.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +3.0% |
| 7D | +1.9% | +1.9% | 0.0% | +1.1% |
| 30D | +12.8% | -0.4% | +13.3% | +12.9% |
| 3M | +11.9% | +16.4% | -4.5% | +5.6% |
| 6M | +14.9% | +26.0% | -11.2% | +4.9% |
| YTD | +37.7% | +9.9% | +27.8% | +31.7% |
| 1Y | +44.1% | +18.8% | +25.3% | +33.7% |
| 3Y | +75.3% | +45.3% | +29.9% | +50.2% |
| 5Y | +144.0% | +45.6% | +98.5% | +108.6% |
| 10Y | +249.7% | +139.6% | +110.1% | +157.1% |
| All | +4,170.7% | +786.9% | +3,383.7% | +1,482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling