+258.5%
OKE vs PPL
+57.2%
+201.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.2% | -2.1% | +3.4% | +2.7% |
| 30D | +4.5% | -3.1% | +7.6% | +6.6% |
| 3M | +9.6% | -3.1% | +12.7% | +11.5% |
| 6M | +15.4% | -8.0% | +23.3% | +20.9% |
| YTD | +36.5% | -0.3% | +36.8% | +34.9% |
| 1Y | +39.0% | -2.2% | +41.2% | +38.7% |
| 3Y | +74.3% | +50.4% | +23.9% | +26.9% |
| 5Y | +141.2% | +36.9% | +104.3% | +85.9% |
| All | +258.5% | +57.2% | +201.3% | +162.1% |
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