-33.3%
OKTA vs PHM
+156.2%
-189.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.4% |
| 7D | -2.4% | -5.0% | +2.6% | -0.2% |
| 30D | +13.0% | -8.4% | +21.5% | +17.0% |
| 3M | +41.7% | -4.4% | +46.1% | +42.8% |
| 6M | +105.9% | -3.7% | +109.7% | +105.1% |
| YTD | +92.6% | +1.3% | +91.3% | +84.4% |
| 1Y | +81.1% | -14.0% | +95.1% | +88.0% |
| 3Y | +84.8% | +48.1% | +36.7% | +25.6% |
| All | -33.3% | +156.2% | -189.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling