+32.8%
PFE vs OKE
+266.1%
-233.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | -2.6% | +1.2% | -3.8% | -2.7% |
| 30D | +5.4% | +4.5% | +0.9% | +4.7% |
| 3M | +7.8% | +9.6% | -1.8% | +6.4% |
| 6M | +5.0% | +15.4% | -10.4% | +2.8% |
| YTD | +17.1% | +36.5% | -19.4% | +11.9% |
| 1Y | +19.3% | +39.0% | -19.6% | +13.7% |
| 3Y | -0.9% | +74.3% | -75.2% | -9.1% |
| 5Y | -20.8% | +141.2% | -162.0% | -30.9% |
| All | +32.8% | +266.1% | -233.3% | +11.1% |
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