+94.6%
OKTA vs PRU
+50.2%
+44.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.6% | +1.9% | +0.8% | +1.6% |
| 30D | +16.0% | +2.7% | +13.3% | +14.5% |
| 3M | +38.2% | +19.5% | +18.7% | +25.7% |
| 6M | +137.8% | +26.6% | +111.2% | +109.1% |
| YTD | +97.3% | +12.3% | +85.0% | +84.7% |
| 1Y | +90.1% | +18.0% | +72.1% | +73.1% |
| All | +94.6% | +50.2% | +44.4% | +36.8% |
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