-75.9%
PCG vs OKE
+262.7%
-338.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -18.9% | +4.6% | -23.5% | -20.4% |
| 3M | -15.8% | +6.9% | -22.8% | -18.3% |
| 6M | -22.6% | +15.8% | -38.3% | -27.5% |
| YTD | -12.2% | +35.2% | -47.4% | -22.8% |
| 1Y | -7.1% | +37.6% | -44.7% | -19.0% |
| 3Y | -15.8% | +72.0% | -87.9% | -33.9% |
| 5Y | +53.3% | +139.0% | -85.6% | +4.0% |
| All | -75.9% | +262.7% | -338.5% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling