+210.9%
PM vs OKE
+266.1%
-55.1%
-42.9%
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 | +4.7% | +1.2% | +3.4% | +4.4% |
| 30D | +2.6% | +4.5% | -1.9% | +1.6% |
| 3M | +6.6% | +9.6% | -3.0% | +4.3% |
| 6M | +16.5% | +15.4% | +1.1% | +12.7% |
| YTD | +21.2% | +36.5% | -15.3% | +12.8% |
| 1Y | +17.9% | +39.0% | -21.1% | +9.2% |
| 3Y | +129.8% | +74.3% | +55.5% | +98.6% |
| 5Y | +133.0% | +141.2% | -8.2% | +84.5% |
| All | +210.9% | +266.1% | -55.1% | +110.4% |
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