+119.7%
OKTA vs PSA
+28.0%
+91.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +2.1% |
| 7D | -14.2% | +10.5% | -24.7% | -9.9% |
| 30D | -12.5% | +21.7% | -34.2% | -4.4% |
| 3M | +29.2% | +6.1% | +23.2% | +34.8% |
| 6M | +147.3% | +18.3% | +129.0% | +165.8% |
| YTD | +120.9% | +36.1% | +84.9% | +127.0% |
| 1Y | +119.7% | +29.3% | +90.4% | +130.1% |
| All | +119.7% | +28.0% | +91.6% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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