+608.2%
OKTA vs PNR
+55.7%
+552.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.4% | -6.0% | +3.6% | +0.1% |
| 30D | +13.0% | -14.0% | +27.0% | +20.2% |
| 3M | +41.7% | -21.7% | +63.4% | +54.9% |
| 6M | +105.9% | -37.3% | +143.2% | +146.0% |
| YTD | +92.6% | -45.1% | +137.7% | +143.0% |
| 1Y | +81.1% | -49.1% | +130.2% | +136.4% |
| 3Y | +84.8% | -14.8% | +99.7% | +88.8% |
| 5Y | -34.4% | -21.0% | -13.4% | -35.5% |
| All | +608.2% | +55.7% | +552.5% | +438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling