+811.9%
PGR vs OKE
+266.1%
+545.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -0.6% | +1.2% | -1.9% | -0.8% |
| 30D | +4.9% | +4.5% | +0.5% | +4.1% |
| 3M | +7.6% | +9.6% | -2.0% | +5.8% |
| 6M | +8.3% | +15.4% | -7.1% | +5.3% |
| YTD | +1.7% | +36.5% | -34.7% | -4.0% |
| 1Y | -6.8% | +39.0% | -45.8% | -12.5% |
| 3Y | +73.4% | +74.3% | -0.8% | +55.9% |
| 5Y | +161.2% | +141.2% | +20.0% | +121.2% |
| All | +811.9% | +266.1% | +545.8% | +654.0% |
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