+114.9%
OKTA vs PPG
-2.4%
+117.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.8% |
| 7D | +0.4% | -5.1% | +5.6% | +0.7% |
| 30D | +13.8% | -9.6% | +23.4% | +14.5% |
| 3M | +48.9% | -6.4% | +55.3% | +49.4% |
| 6M | +114.9% | +0.5% | +114.4% | +114.5% |
| All | +114.9% | -2.4% | +117.3% | +114.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling