+612.9%
OKTA vs PFG
+164.0%
+448.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +0.7% | +6.0% | -5.3% | -0.9% |
| 30D | +13.0% | +2.2% | +10.8% | +12.3% |
| 3M | +43.4% | +10.4% | +33.1% | +39.5% |
| 6M | +107.6% | +27.8% | +79.8% | +94.2% |
| YTD | +93.8% | +33.6% | +60.2% | +79.0% |
| 1Y | +80.8% | +49.3% | +31.5% | +62.2% |
| 3Y | +91.8% | +69.7% | +22.1% | +66.0% |
| 5Y | -36.4% | +111.3% | -147.7% | -47.0% |
| All | +612.9% | +164.0% | +448.9% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling