+167.8%
OKTA vs PRU
+55.2%
+112.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +4.2% |
| 7D | -3.9% | +3.2% | -7.1% | -5.1% |
| 30D | -23.5% | +7.9% | -31.4% | -26.1% |
| 3M | +19.7% | +1.8% | +17.9% | +18.6% |
| 6M | +111.6% | +24.1% | +87.5% | +90.0% |
| YTD | +105.4% | +12.4% | +93.0% | +92.8% |
| 1Y | +108.4% | +20.9% | +87.5% | +89.0% |
| 3Y | +167.8% | +55.5% | +112.4% | +144.0% |
| All | +167.8% | +55.2% | +112.7% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling