+119.7%
OKTA vs PNR
-31.2%
+150.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.6% |
| 7D | -14.2% | +11.9% | -26.1% | -14.7% |
| 30D | -12.5% | +37.1% | -49.6% | -14.9% |
| 3M | +29.2% | +5.7% | +23.5% | +30.2% |
| 6M | +147.3% | -5.7% | +153.0% | +153.6% |
| YTD | +120.9% | -29.8% | +150.7% | +143.8% |
| 1Y | +119.7% | -31.8% | +151.5% | +147.1% |
| All | +119.7% | -31.2% | +150.8% | +147.1% |
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