+18.8%
PGR vs OKE
+40.8%
-21.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | +1.3% | -9.0% | +10.3% | +2.8% |
| 30D | +10.0% | -2.3% | +12.2% | +10.3% |
| 3M | +9.6% | 0.0% | +9.6% | +9.2% |
| 6M | +18.0% | -2.0% | +19.9% | +17.6% |
| YTD | +9.0% | +23.2% | -14.2% | +6.2% |
| 1Y | +18.8% | +36.6% | -17.8% | +16.6% |
| All | +18.8% | +40.8% | -21.9% | +16.6% |
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 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