+612.9%
OKTA vs PHM
+471.1%
+141.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.6% |
| 7D | +0.7% | -2.5% | +3.2% | +1.5% |
| 30D | +13.0% | -9.7% | +22.6% | +16.5% |
| 3M | +43.4% | +2.2% | +41.2% | +41.2% |
| 6M | +107.6% | -5.7% | +113.3% | +109.0% |
| YTD | +93.8% | +2.8% | +91.0% | +87.9% |
| 1Y | +80.8% | -14.4% | +95.3% | +86.5% |
| 3Y | +91.8% | +52.2% | +39.6% | +54.9% |
| 5Y | -36.4% | +154.3% | -190.6% | -58.2% |
| All | +612.9% | +471.1% | +141.7% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling