+625.6%
OKTA vs PRU
+80.5%
+545.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +2.6% | +1.9% | +0.8% | +2.1% |
| 30D | +16.0% | +2.7% | +13.3% | +15.2% |
| 3M | +38.2% | +19.5% | +18.7% | +31.7% |
| 6M | +137.8% | +26.6% | +111.2% | +123.1% |
| YTD | +97.3% | +12.3% | +85.0% | +90.9% |
| 1Y | +90.1% | +18.0% | +72.1% | +81.5% |
| 3Y | +98.0% | +47.0% | +51.0% | +79.3% |
| 5Y | -36.9% | +48.4% | -85.3% | -43.0% |
| All | +625.6% | +80.5% | +545.1% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling