+1,747.8%
PLD vs OKE
+4,323.8%
-2,575.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -2.4% | +9.4% | -11.8% | -5.6% |
| 3M | -3.8% | +8.6% | -12.4% | -6.9% |
| 6M | 0.0% | +15.3% | -15.3% | -5.9% |
| YTD | +9.2% | +34.8% | -25.5% | -3.1% |
| 1Y | +25.9% | +35.3% | -9.4% | +11.3% |
| 3Y | +21.3% | +69.5% | -48.2% | -2.5% |
| 5Y | +14.1% | +135.2% | -121.1% | -19.9% |
| 10Y | +237.9% | +261.7% | -23.8% | +64.7% |
| All | +1,747.8% | +4,323.8% | -2,575.9% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling