+74.3%
OKE vs PBF
+59.1%
+15.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.7% |
| 7D | +1.2% | +5.3% | -4.1% | +0.4% |
| 30D | +4.5% | +11.7% | -7.2% | +2.3% |
| 3M | +9.6% | +91.1% | -81.5% | -3.2% |
| 6M | +15.4% | +88.4% | -73.1% | +1.7% |
| YTD | +36.5% | +194.1% | -157.6% | +10.4% |
| 1Y | +39.0% | +180.4% | -141.4% | +12.1% |
| 3Y | +74.3% | +59.3% | +15.0% | +43.4% |
| All | +74.3% | +59.1% | +15.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling