-14.6%
PCG vs OKE
+70.9%
-85.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -3.8% |
| 7D | +6.5% | -0.2% | +6.6% | +6.5% |
| 30D | -16.7% | +6.1% | -22.8% | -18.2% |
| 3M | -14.2% | +10.4% | -24.6% | -16.9% |
| 6M | -21.5% | +14.2% | -35.6% | -25.2% |
| YTD | -11.2% | +35.3% | -46.5% | -20.7% |
| 1Y | -4.2% | +40.6% | -44.8% | -15.8% |
| All | -14.6% | +70.9% | -85.5% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling