+90.1%
OKTA vs PPG
+5.2%
+84.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | +16.0% | -5.0% | +21.0% | +16.2% |
| 3M | +38.2% | +1.1% | +37.0% | +38.3% |
| 6M | +137.8% | -3.2% | +141.0% | +136.4% |
| YTD | +97.3% | +11.9% | +85.4% | +87.6% |
| 1Y | +90.1% | +5.3% | +84.8% | +87.1% |
| All | +90.1% | +5.2% | +84.9% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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