-33.3%
OKTA vs PSA
+13.7%
-47.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | +13.0% | -8.4% | +21.4% | +16.3% |
| 3M | +41.7% | -7.8% | +49.5% | +45.1% |
| 6M | +105.9% | +0.8% | +105.1% | +101.7% |
| YTD | +92.6% | +16.5% | +76.1% | +75.2% |
| 1Y | +81.1% | +4.7% | +76.3% | +72.8% |
| 3Y | +84.8% | +21.1% | +63.8% | +56.2% |
| All | -33.3% | +13.7% | -47.0% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling