+81.1%
OKTA vs PHM
-12.7%
+93.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.7% |
| 7D | -2.4% | -5.0% | +2.6% | -2.2% |
| 30D | +13.0% | -8.4% | +21.5% | +13.3% |
| 3M | +41.7% | -4.4% | +46.1% | +41.1% |
| 6M | +105.9% | -3.7% | +109.7% | +103.4% |
| YTD | +92.6% | +1.3% | +91.3% | +86.4% |
| 1Y | +81.1% | -14.0% | +95.1% | +80.5% |
| All | +81.1% | -12.7% | +93.8% | +80.5% |
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