+139.6%
OKE vs PENG
+116.9%
+22.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -0.2% | +7.3% | -7.5% | -0.8% |
| 30D | +6.1% | -7.5% | +13.5% | +6.6% |
| 3M | +10.4% | -17.2% | +27.7% | +10.4% |
| 6M | +14.2% | +176.7% | -162.6% | -1.4% |
| YTD | +35.3% | +161.0% | -125.7% | +17.1% |
| 1Y | +40.6% | +108.8% | -68.2% | +24.5% |
| 3Y | +72.2% | +109.8% | -37.6% | +42.9% |
| 5Y | +139.6% | +111.7% | +27.9% | +97.5% |
| All | +139.6% | +116.9% | +22.7% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling