+15,968.0%
OKE vs PPG
+2,583.7%
+13,384.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.2% | -6.2% | +7.5% | +4.1% |
| 30D | +4.5% | -7.9% | +12.4% | +8.2% |
| 3M | +9.6% | -10.2% | +19.8% | +13.7% |
| 6M | +15.4% | +2.7% | +12.7% | +10.9% |
| YTD | +36.5% | +4.9% | +31.6% | +29.2% |
| 1Y | +39.0% | -3.2% | +42.2% | +36.0% |
| 3Y | +74.3% | -17.0% | +91.3% | +78.7% |
| 5Y | +141.2% | -23.3% | +164.5% | +149.4% |
| 10Y | +262.1% | +26.4% | +235.7% | +204.3% |
| All | +15,968.0% | +2,583.7% | +13,384.3% | +5,520.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling