+627.8%
OKTA vs PRU
+75.3%
+552.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +0.4% | -3.8% | +4.2% | +1.4% |
| 30D | +13.8% | -2.0% | +15.8% | +14.4% |
| 3M | +48.9% | +14.0% | +34.9% | +43.7% |
| 6M | +114.9% | +27.2% | +87.7% | +101.3% |
| YTD | +97.9% | +9.1% | +88.8% | +92.9% |
| 1Y | +89.7% | +18.1% | +71.6% | +81.1% |
| 3Y | +95.8% | +44.3% | +51.6% | +78.3% |
| 5Y | -32.6% | +45.7% | -78.3% | -38.7% |
| All | +627.8% | +75.3% | +552.5% | +541.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling