+608.2%
OKTA vs PBF
+382.0%
+226.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.8% |
| 7D | -2.4% | +5.3% | -7.7% | -2.8% |
| 30D | +13.0% | +11.7% | +1.3% | +11.9% |
| 3M | +41.7% | +91.1% | -49.4% | +34.0% |
| 6M | +105.9% | +88.4% | +17.5% | +94.2% |
| YTD | +92.6% | +194.1% | -101.5% | +74.5% |
| 1Y | +81.1% | +180.4% | -99.4% | +64.0% |
| 3Y | +84.8% | +59.3% | +25.5% | +71.0% |
| 5Y | -34.4% | +816.3% | -850.7% | -45.3% |
| All | +608.2% | +382.0% | +226.2% | +622.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling