+75.3%
PEP vs OKE
+266.1%
-190.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | -0.7% | +4.5% | -5.2% | -1.2% |
| 3M | -4.1% | +9.6% | -13.8% | -5.3% |
| 6M | -13.1% | +15.4% | -28.4% | -14.8% |
| YTD | -2.1% | +36.5% | -38.6% | -6.3% |
| 1Y | -1.7% | +39.0% | -40.6% | -6.1% |
| 3Y | -15.1% | +74.3% | -89.4% | -22.2% |
| 5Y | +3.1% | +141.2% | -138.1% | -10.2% |
| All | +75.3% | +266.1% | -190.8% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling