+116.1%
PG vs OKE
+266.1%
-149.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | +0.8% | +4.5% | -3.7% | +0.4% |
| 3M | -1.3% | +9.6% | -10.9% | -2.2% |
| 6M | -3.8% | +15.4% | -19.2% | -5.3% |
| YTD | +3.6% | +36.5% | -32.8% | +0.4% |
| 1Y | -5.7% | +39.0% | -44.7% | -8.9% |
| 3Y | +1.6% | +74.3% | -72.7% | -4.5% |
| 5Y | +14.6% | +141.2% | -126.6% | +4.2% |
| All | +116.1% | +266.1% | -149.9% | +94.9% |
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