-16.4%
PINS vs OKE
+120.6%
-137.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -12.0% | +0.7% | -12.7% | -12.3% |
| 30D | -12.7% | +9.4% | -22.1% | -15.4% |
| 3M | -5.5% | +8.6% | -14.1% | -8.7% |
| 6M | +5.3% | +15.3% | -10.0% | -0.9% |
| YTD | -21.2% | +34.8% | -56.0% | -30.3% |
| 1Y | -45.0% | +35.3% | -80.3% | -51.7% |
| 3Y | -26.2% | +69.5% | -95.7% | -41.1% |
| 5Y | -64.0% | +135.2% | -199.1% | -74.4% |
| All | -16.4% | +120.6% | -137.0% | -45.3% |
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