-36.4%
OKTA vs PRU
+45.5%
-81.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | +0.7% | +1.9% | -1.2% | -0.3% |
| 30D | +13.0% | -0.4% | +13.4% | +13.3% |
| 3M | +43.4% | +16.4% | +27.0% | +31.6% |
| 6M | +107.6% | +26.0% | +81.6% | +81.8% |
| YTD | +93.8% | +9.9% | +83.9% | +82.9% |
| 1Y | +80.8% | +18.8% | +62.1% | +63.2% |
| 3Y | +91.8% | +45.4% | +46.5% | +49.4% |
| 5Y | -36.4% | +45.6% | -82.0% | -50.4% |
| All | -36.4% | +45.5% | -81.9% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling