+634.8%
OKTA vs PSA
+92.0%
+542.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.8% |
| 7D | +5.9% | -2.2% | +8.1% | +6.6% |
| 30D | +14.6% | -9.6% | +24.1% | +18.1% |
| 3M | +44.0% | -7.9% | +51.9% | +47.3% |
| 6M | +116.7% | -2.0% | +118.7% | +115.3% |
| YTD | +99.8% | +15.7% | +84.0% | +85.5% |
| 1Y | +84.1% | +5.8% | +78.3% | +76.5% |
| 3Y | +97.7% | +21.6% | +76.1% | +75.6% |
| 5Y | -35.2% | +13.1% | -48.3% | -41.0% |
| All | +634.8% | +92.0% | +542.7% | +471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling