-28.7%
OKTA vs PAAS
+58.4%
-87.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | -4.6% | -5.2% | +0.6% | -3.5% |
| 30D | -19.7% | -13.9% | -5.8% | -17.2% |
| 3M | +21.2% | -23.8% | +45.0% | +27.7% |
| 6M | +123.1% | -36.4% | +159.5% | +143.5% |
| YTD | +110.8% | -23.4% | +134.1% | +114.5% |
| 1Y | +113.0% | +5.6% | +107.3% | +97.4% |
| 3Y | +168.9% | +209.7% | -40.8% | +60.3% |
| 5Y | -28.7% | +55.6% | -84.2% | -36.1% |
| All | -28.7% | +58.4% | -87.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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