+773.5%
PM vs OKE
+1,172.0%
-398.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -1.3% | +1.9% | -3.2% | -1.7% |
| 30D | -2.6% | +12.8% | -15.4% | -5.4% |
| 3M | +5.8% | +11.9% | -6.1% | +2.9% |
| 6M | +10.6% | +14.9% | -4.3% | +6.6% |
| YTD | +17.2% | +37.7% | -20.6% | +8.1% |
| 1Y | +17.6% | +44.1% | -26.4% | +7.2% |
| 3Y | +124.3% | +75.3% | +49.0% | +91.3% |
| 5Y | +125.1% | +144.0% | -19.0% | +74.2% |
| 10Y | +198.6% | +249.7% | -51.1% | +88.6% |
| All | +773.5% | +1,172.0% | -398.4% | +174.3% |
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