+84.8%
OKTA vs PNR
-14.5%
+99.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.4% | -6.0% | +3.6% | -0.2% |
| 30D | +13.0% | -14.0% | +27.0% | +19.4% |
| 3M | +41.7% | -21.7% | +63.4% | +53.5% |
| 6M | +105.9% | -37.3% | +143.2% | +144.3% |
| YTD | +92.6% | -45.1% | +137.7% | +142.8% |
| 1Y | +81.1% | -49.1% | +130.2% | +137.5% |
| 3Y | +84.8% | -14.8% | +99.7% | +75.5% |
| All | +84.8% | -14.5% | +99.3% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling