+612.9%
OKTA vs PBF
+372.6%
+240.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -2.0% |
| 7D | +0.7% | +2.4% | -1.7% | +0.5% |
| 30D | +13.0% | +24.9% | -11.9% | +10.8% |
| 3M | +43.4% | +81.9% | -38.4% | +36.1% |
| 6M | +107.6% | +79.4% | +28.3% | +96.4% |
| YTD | +93.8% | +188.3% | -94.5% | +76.0% |
| 1Y | +80.8% | +177.3% | -96.4% | +63.9% |
| 3Y | +91.8% | +56.0% | +35.8% | +77.8% |
| 5Y | -36.4% | +804.0% | -840.4% | -46.9% |
| All | +612.9% | +372.6% | +240.2% | +628.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling