+12,917.0%
PCAR vs OKE
+15,110.7%
-2,193.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +4.9% | +5.4% | -0.4% | +3.1% |
| 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% | -6.1% |
| YTD | -1.5% | +28.2% | -29.6% | -11.4% |
| 1Y | +13.2% | +35.7% | -22.5% | -0.3% |
| 3Y | +35.8% | +61.0% | -25.2% | +10.8% |
| 5Y | +114.6% | +85.8% | +28.8% | +63.4% |
| 10Y | +289.6% | +242.1% | +47.5% | +99.1% |
| All | +12,917.0% | +15,110.7% | -2,193.7% | +1,638.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling