+6,757.0%
OKE vs PEGA
+1,154.6%
+5,602.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.6% |
| 7D | +1.9% | -2.4% | +4.3% | +2.1% |
| 30D | +12.8% | +9.6% | +3.2% | +11.8% |
| 3M | +11.9% | +2.3% | +9.6% | +11.2% |
| 6M | +14.9% | -23.9% | +38.8% | +16.9% |
| YTD | +37.7% | -39.8% | +77.5% | +42.5% |
| 1Y | +44.1% | -37.4% | +81.5% | +48.2% |
| 3Y | +75.3% | +53.1% | +22.1% | +63.0% |
| 5Y | +144.0% | -47.2% | +191.3% | +144.1% |
| 10Y | +249.7% | +174.3% | +75.4% | +210.3% |
| All | +6,757.0% | +1,154.6% | +5,602.5% | +4,564.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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