+627.8%
OKTA vs PNR
+56.1%
+571.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | +0.4% | -5.5% | +5.9% | +2.7% |
| 30D | +13.8% | -15.6% | +29.4% | +22.0% |
| 3M | +48.9% | -20.2% | +69.1% | +61.4% |
| 6M | +114.9% | -36.6% | +151.5% | +155.6% |
| YTD | +97.9% | -45.0% | +142.9% | +149.5% |
| 1Y | +89.7% | -47.4% | +137.1% | +144.1% |
| 3Y | +95.8% | -13.7% | +109.5% | +98.9% |
| 5Y | -32.6% | -20.8% | -11.8% | -33.8% |
| All | +627.8% | +56.1% | +571.7% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling