+84.8%
OKTA vs PBR
+99.7%
-14.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -2.4% | +5.4% | -7.8% | -3.1% |
| 30D | +13.0% | +22.9% | -9.8% | +9.6% |
| 3M | +41.7% | +19.6% | +22.1% | +37.7% |
| 6M | +105.9% | +16.5% | +89.5% | +100.1% |
| YTD | +92.6% | +86.7% | +5.9% | +71.3% |
| 1Y | +81.1% | +74.7% | +6.3% | +62.8% |
| 3Y | +84.8% | +102.6% | -17.7% | +51.6% |
| All | +84.8% | +99.7% | -14.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling