+203.7%
OKE vs PENG
+689.3%
-485.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.8% |
| 7D | +5.4% | +13.2% | -7.9% | +3.2% |
| 30D | -1.3% | -29.9% | +28.6% | +2.7% |
| 3M | -2.0% | -22.2% | +20.2% | -0.7% |
| 6M | +3.4% | -1.9% | +5.3% | -3.1% |
| YTD | +28.2% | +142.1% | -114.0% | -0.3% |
| 1Y | +35.7% | +151.5% | -115.8% | +4.6% |
| 3Y | +61.0% | +206.9% | -145.9% | +10.7% |
| 5Y | +85.8% | +58.2% | +27.6% | +36.0% |
| All | +203.7% | +689.3% | -485.6% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling