+91.8%
OKTA vs PBF
+55.5%
+36.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.9% | +1.4% | +4.5% | +5.6% |
| 30D | +14.6% | +15.8% | -1.3% | +12.0% |
| 3M | +44.0% | +90.3% | -46.3% | +30.2% |
| 6M | +116.7% | +102.8% | +13.9% | +92.2% |
| YTD | +99.8% | +187.3% | -87.6% | +66.6% |
| 1Y | +84.1% | +161.8% | -77.8% | +54.1% |
| All | +91.8% | +55.5% | +36.3% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling