+36.6%
OKE vs PPG
+33.8%
+2.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.5% | -3.3% |
| 7D | -9.0% | +2.7% | -11.7% | -8.3% |
| 30D | -2.3% | +15.7% | -18.0% | +0.6% |
| 3M | 0.0% | +4.1% | -4.2% | +1.0% |
| 6M | -2.0% | +17.3% | -19.3% | +0.9% |
| YTD | +23.2% | +22.5% | +0.6% | +24.6% |
| 1Y | +36.6% | +31.4% | +5.2% | +37.1% |
| All | +36.6% | +33.8% | +2.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling