+677.8%
OKTA vs PRU
+82.8%
+595.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +8.4% | +3.6% | +4.8% | +7.4% |
| 30D | -13.7% | +8.9% | -22.6% | -15.7% |
| 3M | +18.0% | +0.2% | +17.8% | +17.8% |
| 6M | +133.8% | +23.7% | +110.1% | +120.6% |
| YTD | +111.5% | +13.7% | +97.7% | +103.6% |
| 1Y | +118.3% | +20.6% | +97.7% | +107.1% |
| 3Y | +168.0% | +56.3% | +111.7% | +138.7% |
| 5Y | -30.1% | +42.3% | -72.4% | -36.6% |
| All | +677.8% | +82.8% | +595.1% | +577.5% |
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