+242.9%
OKE vs PPL
+67.2%
+175.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.1% |
| 7D | +5.4% | -0.4% | +5.7% | +5.6% |
| 30D | -1.3% | +2.6% | -4.0% | -3.1% |
| 3M | -2.0% | +0.8% | -2.8% | -2.8% |
| 6M | +3.4% | +1.4% | +2.0% | +1.8% |
| YTD | +28.2% | +4.3% | +23.9% | +22.7% |
| 1Y | +35.7% | +0.8% | +34.9% | +32.7% |
| 3Y | +61.0% | +57.9% | +3.1% | +13.5% |
| 5Y | +85.8% | +48.3% | +37.5% | +35.2% |
| All | +242.9% | +67.2% | +175.7% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling