+90.0%
OKTA vs PFG
+68.8%
+21.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.4% |
| 7D | +0.4% | -3.0% | +3.4% | +1.9% |
| 30D | +13.8% | +2.5% | +11.3% | +12.4% |
| 3M | +48.9% | +6.1% | +42.8% | +44.2% |
| 6M | +114.9% | +31.3% | +83.6% | +86.5% |
| YTD | +97.9% | +33.6% | +64.3% | +70.0% |
| 1Y | +89.7% | +48.5% | +41.2% | +54.1% |
| All | +90.0% | +68.8% | +21.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling