+90.1%
OKTA vs PFG
+51.4%
+38.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +2.6% | +5.5% | -2.9% | 0.0% |
| 30D | +16.0% | +2.4% | +13.7% | +14.7% |
| 3M | +38.2% | +13.6% | +24.6% | +29.3% |
| 6M | +137.8% | +27.9% | +109.9% | +108.6% |
| YTD | +97.3% | +35.6% | +61.7% | +69.2% |
| 1Y | +90.1% | +48.5% | +41.6% | +56.4% |
| All | +90.1% | +51.4% | +38.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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