-33.3%
OKTA vs PTEN
+87.9%
-121.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | +13.0% | +17.5% | -4.5% | +9.9% |
| 3M | +41.7% | +12.7% | +29.0% | +38.0% |
| 6M | +105.9% | +33.1% | +72.9% | +93.4% |
| YTD | +92.6% | +116.4% | -23.9% | +65.5% |
| 1Y | +81.1% | +141.2% | -60.1% | +51.8% |
| 3Y | +84.8% | -3.8% | +88.6% | +75.4% |
| All | -33.3% | +87.9% | -121.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling