+90.0%
OKTA vs PHM
+47.0%
+43.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +0.4% | -6.4% | +6.8% | +1.8% |
| 30D | +13.8% | -12.1% | +25.9% | +16.9% |
| 3M | +48.9% | -1.5% | +50.4% | +48.2% |
| 6M | +114.9% | -6.0% | +121.0% | +115.5% |
| YTD | +97.9% | -0.3% | +98.2% | +93.6% |
| 1Y | +89.7% | -13.3% | +103.0% | +93.2% |
| All | +90.0% | +47.0% | +43.0% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling