+220.3%
OKE vs PENG
+710.3%
-490.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.6% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | +4.6% | -15.2% | +19.8% | +7.0% |
| 3M | +6.9% | -16.9% | +23.9% | +6.7% |
| 6M | +15.8% | +161.5% | -145.8% | -8.4% |
| YTD | +35.2% | +148.6% | -113.4% | +7.2% |
| 1Y | +37.6% | +89.6% | -52.0% | +13.8% |
| 3Y | +72.0% | +99.8% | -27.7% | +27.9% |
| 5Y | +139.0% | +100.9% | +38.0% | +68.5% |
| All | +220.3% | +710.3% | -490.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling