+137.0%
OKE vs PSA
+13.7%
+123.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.2% | -1.8% | +3.1% | +1.9% |
| 30D | +4.5% | -8.4% | +12.9% | +7.5% |
| 3M | +9.6% | -7.8% | +17.4% | +12.4% |
| 6M | +15.4% | +0.8% | +14.6% | +14.2% |
| YTD | +36.5% | +16.5% | +20.0% | +27.7% |
| 1Y | +39.0% | +4.7% | +34.3% | +35.2% |
| 3Y | +74.3% | +21.1% | +53.2% | +56.5% |
| All | +137.0% | +13.7% | +123.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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