+3,137.7%
PEP vs OKE
+15,960.4%
-12,822.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +0.3% | +6.1% | -5.8% | -0.7% |
| 3M | -3.2% | +10.4% | -13.7% | -4.9% |
| 6M | -13.6% | +14.2% | -27.7% | -15.6% |
| YTD | -1.9% | +35.3% | -37.2% | -6.9% |
| 1Y | -0.6% | +40.6% | -41.2% | -6.4% |
| 3Y | -13.6% | +72.2% | -85.8% | -22.2% |
| 5Y | +3.2% | +139.6% | -136.4% | -13.0% |
| 10Y | +79.1% | +259.1% | -180.0% | +30.1% |
| All | +3,137.7% | +15,960.4% | -12,822.8% | +1,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling