+12.2%
PCAR vs OKE
+43.1%
-30.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.7% | +3.5% |
| 7D | +3.7% | -5.2% | +8.9% | +2.9% |
| 30D | -2.9% | +1.1% | -4.1% | -2.8% |
| 3M | -21.7% | +2.2% | -23.9% | -21.3% |
| 6M | -6.6% | 0.0% | -6.7% | -6.5% |
| YTD | -2.2% | +26.5% | -28.8% | -3.2% |
| 1Y | +12.2% | +44.6% | -32.4% | +5.3% |
| All | +12.2% | +43.1% | -30.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling