+161.2%
PANW vs OKE
+72.4%
+88.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -14.6% | +4.5% | -19.1% | -15.4% |
| 3M | +18.3% | +9.6% | +8.7% | +15.6% |
| 6M | +100.5% | +15.4% | +85.1% | +92.0% |
| YTD | +79.5% | +36.5% | +43.0% | +62.6% |
| 1Y | +66.7% | +39.0% | +27.7% | +49.8% |
| 3Y | +161.2% | +74.3% | +86.9% | +142.7% |
| All | +161.2% | +72.4% | +88.9% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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