+118.3%
OKTA vs PRU
+20.9%
+97.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +8.4% | +3.6% | +4.8% | +7.1% |
| 30D | -13.7% | +8.9% | -22.6% | -15.9% |
| 3M | +18.0% | +0.2% | +17.8% | +19.0% |
| 6M | +133.8% | +23.7% | +110.1% | +111.2% |
| YTD | +111.5% | +13.7% | +97.7% | +99.9% |
| 1Y | +118.3% | +20.6% | +97.7% | +96.9% |
| All | +118.3% | +20.9% | +97.4% | +96.9% |
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 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