+608.2%
OKTA vs PBR
+662.8%
-54.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -2.4% | +5.4% | -7.8% | -3.0% |
| 30D | +13.0% | +22.9% | -9.8% | +10.3% |
| 3M | +41.7% | +19.6% | +22.1% | +38.5% |
| 6M | +105.9% | +16.5% | +89.5% | +101.5% |
| YTD | +92.6% | +86.7% | +5.9% | +77.8% |
| 1Y | +81.1% | +74.7% | +6.3% | +68.3% |
| 3Y | +84.8% | +102.6% | -17.7% | +67.6% |
| 5Y | -34.4% | +566.6% | -601.0% | -50.1% |
| All | +608.2% | +662.8% | -54.6% | +408.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling