+119.7%
OKTA vs PHM
+16.2%
+103.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.4% | +1.2% |
| 7D | -14.2% | +13.6% | -27.8% | -13.6% |
| 30D | -12.5% | +19.3% | -31.8% | -11.8% |
| 3M | +29.2% | +3.5% | +25.8% | +30.5% |
| 6M | +147.3% | +18.6% | +128.8% | +146.5% |
| YTD | +120.9% | +16.7% | +104.2% | +114.8% |
| 1Y | +119.7% | +14.6% | +105.1% | +113.0% |
| All | +119.7% | +16.2% | +103.5% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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