+3,973.2%
OKE vs PFG
+989.9%
+2,983.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.2% | +3.2% | -3.4% | -1.5% |
| 30D | +6.1% | +0.9% | +5.1% | +5.5% |
| 3M | +10.4% | +7.7% | +2.7% | +7.1% |
| 6M | +14.2% | +29.0% | -14.8% | +3.4% |
| YTD | +35.3% | +32.5% | +2.9% | +21.0% |
| 1Y | +40.6% | +47.3% | -6.7% | +20.7% |
| 3Y | +72.2% | +68.2% | +4.0% | +40.5% |
| 5Y | +139.6% | +108.5% | +31.1% | +80.2% |
| 10Y | +259.1% | +241.4% | +17.7% | +134.9% |
| All | +3,973.2% | +989.9% | +2,983.3% | +1,545.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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