+62.2%
PANW vs OKTA
+114.8%
-52.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -11.8% | -14.2% | +2.4% | -4.9% |
| 30D | -14.4% | -12.5% | -2.0% | -8.8% |
| 3M | -5.0% | +29.2% | -34.2% | -16.9% |
| 6M | +88.6% | +147.3% | -58.8% | +21.5% |
| YTD | +88.9% | +120.9% | -32.0% | +27.6% |
| 1Y | +62.2% | +119.7% | -57.4% | +9.8% |
| All | +62.2% | +114.8% | -52.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling