+15,818.3%
OKE vs PSA
+13,835.3%
+1,983.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | -3.6% | +3.6% | +1.1% |
| 30D | +4.6% | -9.4% | +14.0% | +7.6% |
| 3M | +6.9% | -8.2% | +15.1% | +9.5% |
| 6M | +15.8% | -1.8% | +17.6% | +15.6% |
| YTD | +35.2% | +15.7% | +19.4% | +28.4% |
| 1Y | +37.6% | +6.3% | +31.3% | +33.9% |
| 3Y | +72.0% | +21.6% | +50.5% | +59.1% |
| 5Y | +139.0% | +13.5% | +125.5% | +123.8% |
| 10Y | +258.7% | +101.3% | +157.5% | +182.3% |
| All | +15,818.3% | +13,835.3% | +1,983.1% | +6,905.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling