+608.2%
OKTA vs PTEN
-37.2%
+645.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -2.4% | +3.5% | -5.9% | -2.7% |
| 30D | +13.0% | +17.5% | -4.5% | +11.6% |
| 3M | +41.7% | +12.7% | +29.0% | +39.9% |
| 6M | +105.9% | +33.1% | +72.9% | +100.2% |
| YTD | +92.6% | +116.4% | -23.9% | +80.1% |
| 1Y | +81.1% | +141.2% | -60.1% | +67.6% |
| 3Y | +84.8% | -3.8% | +88.6% | +79.3% |
| 5Y | -34.4% | +92.7% | -127.1% | -38.2% |
| All | +608.2% | -37.2% | +645.4% | +554.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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