+3.4%
PEP vs OKE
+136.3%
-132.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | -0.2% | +4.6% | -4.8% | -0.8% |
| 3M | -4.3% | +6.9% | -11.2% | -5.2% |
| 6M | -13.2% | +15.8% | -29.0% | -15.0% |
| YTD | -1.9% | +35.2% | -37.1% | -5.9% |
| 1Y | -0.3% | +37.6% | -37.9% | -4.8% |
| 3Y | -13.6% | +72.0% | -85.6% | -21.8% |
| 5Y | +3.4% | +139.0% | -135.6% | -10.6% |
| All | +3.4% | +136.3% | -132.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling