+608.2%
OKTA vs PSLV
+201.0%
+407.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -2.4% | -3.5% | +1.1% | -1.8% |
| 30D | +13.0% | -2.1% | +15.2% | +13.5% |
| 3M | +41.7% | -1.6% | +43.3% | +41.8% |
| 6M | +105.9% | -25.5% | +131.4% | +114.7% |
| YTD | +92.6% | -11.4% | +104.0% | +85.6% |
| 1Y | +81.1% | +48.6% | +32.5% | +49.8% |
| 3Y | +84.8% | +166.9% | -82.0% | +27.4% |
| 5Y | -34.4% | +152.4% | -186.9% | -54.9% |
| All | +608.2% | +201.0% | +407.2% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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