+56.7%
OKE vs PPL
+55.8%
+1.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -1.6% | +4.3% | -5.9% | -3.2% |
| 3M | -2.2% | +2.9% | -5.1% | -3.3% |
| 6M | +5.0% | +1.1% | +3.9% | +4.3% |
| YTD | +24.8% | +4.5% | +20.3% | +20.9% |
| 1Y | +35.1% | +0.1% | +35.0% | +33.6% |
| All | +56.7% | +55.8% | +1.0% | +27.8% |
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