+119.7%
OKTA vs PBR
+74.7%
+45.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.9% |
| 7D | -14.2% | -11.0% | -3.2% | -13.9% |
| 30D | -12.5% | -18.8% | +6.3% | -12.5% |
| 3M | +29.2% | +7.8% | +21.4% | +28.2% |
| 6M | +147.3% | -7.6% | +154.9% | +145.2% |
| YTD | +120.9% | +72.7% | +48.3% | +126.9% |
| 1Y | +119.7% | +72.9% | +46.7% | +123.8% |
| All | +119.7% | +74.7% | +45.0% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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