+608.2%
OKTA vs PSA
+93.3%
+514.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | +13.0% | -8.4% | +21.4% | +16.0% |
| 3M | +41.7% | -7.8% | +49.5% | +44.9% |
| 6M | +105.9% | +0.8% | +105.1% | +102.6% |
| YTD | +92.6% | +16.5% | +76.1% | +78.4% |
| 1Y | +81.1% | +4.7% | +76.3% | +74.4% |
| 3Y | +84.8% | +21.1% | +63.8% | +64.5% |
| 5Y | -34.4% | +14.2% | -48.6% | -40.5% |
| All | +608.2% | +93.3% | +514.9% | +449.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling