+90.1%
OKTA vs PNR
-43.1%
+133.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | -2.4% | +5.0% | +3.0% |
| 30D | +16.0% | -12.8% | +28.8% | +18.6% |
| 3M | +38.2% | -17.0% | +55.1% | +42.4% |
| 6M | +137.8% | -37.4% | +175.2% | +163.0% |
| YTD | +97.3% | -41.6% | +138.9% | +123.7% |
| 1Y | +90.1% | -44.6% | +134.7% | +123.7% |
| All | +90.1% | -43.1% | +133.2% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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