+119.7%
OKTA vs PRU
+27.9%
+91.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | -0.9% |
| 7D | -14.2% | +9.8% | -24.0% | -16.3% |
| 30D | -12.5% | +11.6% | -24.1% | -15.4% |
| 3M | +29.2% | +3.7% | +25.6% | +28.7% |
| 6M | +147.3% | +33.0% | +114.4% | +116.2% |
| YTD | +120.9% | +16.6% | +104.4% | +107.0% |
| 1Y | +119.7% | +26.9% | +92.7% | +92.7% |
| All | +119.7% | +27.9% | +91.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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