-33.3%
OKTA vs PNR
-21.7%
-11.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -2.4% | -6.0% | +3.6% | +1.2% |
| 30D | +13.0% | -14.0% | +27.0% | +23.3% |
| 3M | +41.7% | -21.7% | +63.4% | +60.5% |
| 6M | +105.9% | -37.3% | +143.2% | +166.3% |
| YTD | +92.6% | -45.1% | +137.7% | +170.6% |
| 1Y | +81.1% | -49.1% | +130.2% | +168.6% |
| 3Y | +84.8% | -14.8% | +99.7% | +74.1% |
| All | -33.3% | -21.7% | -11.6% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling