+115.2%
PCAR vs OKE
+85.8%
+29.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +4.9% | +5.4% | -0.4% | +3.5% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | -18.1% | -2.0% | -16.1% | -17.9% |
| 6M | -4.0% | +3.4% | -7.4% | -5.8% |
| YTD | -1.5% | +28.2% | -29.6% | -11.2% |
| 1Y | +13.2% | +35.7% | -22.5% | -0.2% |
| 3Y | +35.8% | +61.0% | -25.2% | +10.3% |
| All | +115.2% | +85.8% | +29.5% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling