+119.7%
OKTA vs PBF
+120.1%
-0.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.4% | +1.0% |
| 7D | -14.2% | -0.9% | -13.3% | -14.1% |
| 30D | -12.5% | -13.7% | +1.2% | -12.0% |
| 3M | +29.2% | +10.6% | +18.6% | +27.5% |
| 6M | +147.3% | +61.2% | +86.2% | +136.0% |
| YTD | +120.9% | +172.7% | -51.8% | +110.6% |
| 1Y | +119.7% | +111.0% | +8.7% | +111.8% |
| All | +119.7% | +120.1% | -0.4% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling