+486.5%
OKE vs PFGC
+396.6%
+89.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | 0.0% | -4.8% | +4.8% | +2.1% |
| 30D | +4.6% | -17.2% | +21.8% | +13.0% |
| 3M | +6.9% | -6.3% | +13.3% | +9.3% |
| 6M | +15.8% | +8.8% | +6.9% | +9.7% |
| YTD | +35.2% | +4.9% | +30.3% | +28.8% |
| 1Y | +37.6% | -9.5% | +47.1% | +39.6% |
| 3Y | +72.0% | +59.6% | +12.4% | +32.8% |
| 5Y | +139.0% | +113.5% | +25.4% | +53.0% |
| 10Y | +258.7% | +292.8% | -34.1% | +60.3% |
| All | +486.5% | +396.6% | +89.9% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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