+15,968.0%
OKE vs PEG
+2,880.5%
+13,087.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +1.2% | -0.9% | +2.1% | +1.8% |
| 30D | +4.5% | -3.7% | +8.2% | +6.9% |
| 3M | +9.6% | -7.3% | +16.9% | +14.5% |
| 6M | +15.4% | -10.5% | +25.9% | +22.6% |
| YTD | +36.5% | -7.5% | +44.0% | +41.9% |
| 1Y | +39.0% | -8.7% | +47.7% | +45.0% |
| 3Y | +74.3% | +31.4% | +42.9% | +45.0% |
| 5Y | +141.2% | +37.8% | +103.4% | +93.1% |
| 10Y | +262.1% | +148.0% | +114.1% | +113.9% |
| All | +15,968.0% | +2,880.5% | +13,087.5% | +3,324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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