+1,644.9%
PLD vs OKE
+4,106.8%
-2,461.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +1.3% | +5.4% | -4.0% | -0.5% |
| 30D | -1.4% | -1.3% | 0.0% | -1.0% |
| 3M | -8.2% | -2.0% | -6.1% | -7.8% |
| 6M | -8.0% | +3.4% | -11.4% | -9.8% |
| YTD | +3.2% | +28.2% | -25.0% | -7.1% |
| 1Y | +7.0% | +35.7% | -28.6% | -5.6% |
| 3Y | +38.3% | +61.0% | -22.7% | +13.0% |
| 5Y | +0.2% | +85.8% | -85.6% | -23.5% |
| 10Y | +268.3% | +242.1% | +26.2% | +83.1% |
| All | +1,644.9% | +4,106.8% | -2,461.9% | +201.9% |
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 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