+258.5%
OKE vs PSLV
+190.6%
+67.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +1.2% | -3.5% | +4.7% | +1.8% |
| 30D | +4.5% | -2.1% | +6.6% | +4.7% |
| 3M | +9.6% | -1.6% | +11.3% | +9.4% |
| 6M | +15.4% | -25.5% | +40.9% | +20.0% |
| YTD | +36.5% | -11.4% | +47.9% | +31.1% |
| 1Y | +39.0% | +48.6% | -9.6% | +14.2% |
| 3Y | +74.3% | +166.9% | -92.6% | +17.5% |
| 5Y | +141.2% | +152.4% | -11.2% | +62.4% |
| All | +258.5% | +190.6% | +67.9% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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