+1,668.2%
PANW vs OKTA
+601.1%
+1,067.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.4% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | -14.6% | +13.0% | -27.6% | -18.5% |
| 3M | +18.3% | +41.7% | -23.4% | +4.5% |
| 6M | +100.5% | +105.9% | -5.5% | +54.3% |
| YTD | +79.5% | +92.6% | -13.0% | +40.6% |
| 1Y | +66.7% | +81.1% | -14.3% | +33.1% |
| 3Y | +161.2% | +84.8% | +76.4% | +97.3% |
| 5Y | +322.2% | -34.4% | +356.6% | +307.5% |
| All | +1,668.2% | +601.1% | +1,067.1% | +828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling