+3,280.0%
PFE vs OKE
+15,895.1%
-12,615.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | +10.2% | +9.4% | +0.8% | +8.2% |
| 3M | +12.7% | +8.6% | +4.1% | +10.6% |
| 6M | +10.5% | +15.3% | -4.8% | +6.9% |
| YTD | +20.2% | +34.8% | -14.6% | +12.3% |
| 1Y | +24.1% | +35.3% | -11.2% | +15.7% |
| 3Y | -3.6% | +69.5% | -73.0% | -15.3% |
| 5Y | -20.9% | +135.2% | -156.0% | -36.1% |
| 10Y | +35.8% | +261.7% | -225.9% | -10.3% |
| All | +3,280.0% | +15,895.1% | -12,615.1% | +712.4% |
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