-5.1%
PCG vs OKE
+35.9%
-41.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -13.9% | +0.7% | -14.6% | -13.9% |
| 30D | -16.9% | +9.4% | -26.2% | -17.8% |
| 3M | -14.7% | +8.6% | -23.3% | -15.7% |
| 6M | -23.8% | +15.3% | -39.1% | -26.0% |
| YTD | -10.5% | +34.8% | -45.3% | -17.0% |
| 1Y | -5.1% | +35.3% | -40.4% | -9.7% |
| All | -5.1% | +35.9% | -41.0% | -9.7% |
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