+625.6%
OKTA vs PBF
+357.7%
+268.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.6% | +4.3% | -1.7% | +2.3% |
| 30D | +16.0% | +22.0% | -6.0% | +14.0% |
| 3M | +38.2% | +74.5% | -36.3% | +31.6% |
| 6M | +137.8% | +67.7% | +70.1% | +126.2% |
| YTD | +97.3% | +179.2% | -81.9% | +79.6% |
| 1Y | +90.1% | +170.0% | -79.9% | +72.7% |
| 3Y | +98.0% | +66.4% | +31.6% | +82.9% |
| 5Y | -36.9% | +764.5% | -801.4% | -47.1% |
| All | +625.6% | +357.7% | +268.0% | +643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling