+16.3%
PLD vs OKE
+140.8%
-124.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -2.2% | +6.1% | -8.3% | -4.3% |
| 3M | -7.4% | +10.4% | -17.8% | -10.8% |
| 6M | +1.9% | +14.2% | -12.2% | -3.7% |
| YTD | +7.9% | +35.3% | -27.4% | -4.9% |
| 1Y | +25.1% | +40.6% | -15.5% | +8.3% |
| 3Y | +21.9% | +72.2% | -50.3% | -5.2% |
| 5Y | +16.3% | +139.6% | -123.3% | -15.2% |
| All | +16.3% | +140.8% | -124.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling