+627.8%
OKTA vs PTEN
-36.9%
+664.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.4% | +2.8% | -2.4% | +0.2% |
| 30D | +13.8% | +17.6% | -3.7% | +12.4% |
| 3M | +48.9% | +8.2% | +40.7% | +47.5% |
| 6M | +114.9% | +38.1% | +76.8% | +108.3% |
| YTD | +97.9% | +117.3% | -19.4% | +85.0% |
| 1Y | +89.7% | +146.1% | -56.4% | +75.3% |
| 3Y | +95.8% | -3.0% | +98.9% | +89.9% |
| 5Y | -32.6% | +93.5% | -126.1% | -36.5% |
| All | +627.8% | -36.9% | +664.7% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling