-32.6%
OKTA vs PFG
+108.9%
-141.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.4% |
| 7D | +0.4% | -3.0% | +3.4% | +2.0% |
| 30D | +13.8% | +2.5% | +11.3% | +12.3% |
| 3M | +48.9% | +6.1% | +42.8% | +43.9% |
| 6M | +114.9% | +31.3% | +83.6% | +85.1% |
| YTD | +97.9% | +33.6% | +64.3% | +68.4% |
| 1Y | +89.7% | +48.5% | +41.2% | +52.2% |
| 3Y | +95.8% | +69.6% | +26.2% | +42.4% |
| 5Y | -32.6% | +111.5% | -144.1% | -57.3% |
| All | -32.6% | +108.9% | -141.5% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling