+75.3%
OKE vs PPL
+56.5%
+18.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | +12.8% | -1.1% | +13.9% | +13.3% |
| 3M | +11.9% | 0.0% | +11.9% | +11.8% |
| 6M | +14.9% | -7.6% | +22.5% | +18.1% |
| YTD | +37.7% | +1.7% | +36.0% | +35.0% |
| 1Y | +44.1% | +1.5% | +42.5% | +40.9% |
| 3Y | +75.3% | +55.3% | +20.0% | +42.8% |
| All | +75.3% | +56.5% | +18.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling