+163.9%
PCAR vs OKE
+140.8%
+23.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -6.9% | +6.1% | -13.0% | -8.5% |
| 3M | +2.1% | +10.4% | -8.3% | -1.3% |
| 6M | +1.6% | +14.2% | -12.6% | -3.6% |
| YTD | +12.2% | +35.3% | -23.1% | -0.1% |
| 1Y | +28.0% | +40.6% | -12.6% | +12.1% |
| 3Y | +61.0% | +72.2% | -11.2% | +28.2% |
| 5Y | +163.9% | +139.6% | +24.3% | +76.6% |
| All | +163.9% | +140.8% | +23.2% | +76.6% |
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