+627.8%
OKTA vs PBR
+669.3%
-41.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | +0.4% | +4.2% | -3.8% | -0.1% |
| 30D | +13.8% | +22.7% | -8.9% | +11.1% |
| 3M | +48.9% | +21.5% | +27.4% | +45.3% |
| 6M | +114.9% | +24.0% | +90.9% | +108.7% |
| YTD | +97.9% | +88.2% | +9.6% | +82.6% |
| 1Y | +89.7% | +74.8% | +14.9% | +76.3% |
| 3Y | +95.8% | +105.1% | -9.3% | +77.3% |
| 5Y | -32.6% | +572.2% | -604.9% | -48.8% |
| All | +627.8% | +669.3% | -41.5% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling