+194.4%
PDD vs OKTA
+205.2%
-10.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.4% |
| 7D | -4.4% | +5.9% | -10.3% | -6.1% |
| 30D | -15.5% | +14.6% | -30.0% | -20.5% |
| 3M | -4.1% | +44.0% | -48.1% | -16.8% |
| 6M | -23.4% | +116.7% | -140.1% | -43.9% |
| YTD | -30.7% | +99.8% | -130.4% | -48.3% |
| 1Y | -37.6% | +84.1% | -121.7% | -52.4% |
| 3Y | -17.5% | +97.7% | -115.2% | -43.8% |
| 5Y | -24.6% | -35.2% | +10.6% | -25.1% |
| All | +194.4% | +205.2% | -10.8% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling