+119.7%
OKTA vs PFG
+46.8%
+72.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.6% |
| 7D | -14.2% | +4.9% | -19.1% | -15.5% |
| 30D | -12.5% | +5.7% | -18.1% | -14.1% |
| 3M | +29.2% | +2.6% | +26.7% | +28.0% |
| 6M | +147.3% | +19.8% | +127.6% | +126.2% |
| YTD | +120.9% | +36.3% | +84.7% | +90.6% |
| 1Y | +119.7% | +47.9% | +71.8% | +78.1% |
| All | +119.7% | +46.8% | +72.8% | +78.1% |
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