+131.5%
PM vs OKE
+136.3%
-4.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.9% | 0.0% | +2.0% | +1.9% |
| 30D | +1.9% | +4.6% | -2.7% | +1.0% |
| 3M | +4.6% | +6.9% | -2.4% | +3.1% |
| 6M | +11.7% | +15.8% | -4.1% | +8.3% |
| YTD | +20.4% | +35.2% | -14.8% | +13.2% |
| 1Y | +19.0% | +37.6% | -18.6% | +11.3% |
| 3Y | +130.4% | +72.0% | +58.3% | +98.1% |
| 5Y | +131.5% | +139.0% | -7.5% | +73.0% |
| All | +131.5% | +136.3% | -4.8% | +73.0% |
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 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