+15,770.1%
OKE vs PPL
+2,096.5%
+13,673.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.7% | +2.7% | -2.0% | -0.7% |
| 30D | +9.4% | +0.5% | +8.9% | +9.0% |
| 3M | +8.6% | +0.7% | +7.9% | +7.9% |
| 6M | +15.3% | -7.6% | +22.9% | +19.6% |
| YTD | +34.8% | +1.8% | +33.0% | +32.2% |
| 1Y | +35.3% | -0.8% | +36.0% | +34.3% |
| 3Y | +69.5% | +56.9% | +12.6% | +30.2% |
| 5Y | +135.2% | +39.5% | +95.7% | +91.7% |
| 10Y | +261.7% | +55.4% | +206.3% | +182.1% |
| All | +15,770.1% | +2,096.5% | +13,673.6% | +4,573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling