+195.8%
PDD vs OKTA
+223.1%
-27.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.9% | +8.4% | -13.3% | -7.2% |
| 30D | -3.0% | -13.7% | +10.7% | -0.1% |
| 3M | -6.2% | +18.0% | -24.2% | -14.1% |
| 6M | -20.7% | +133.8% | -154.6% | -43.7% |
| YTD | -30.4% | +111.5% | -141.8% | -50.0% |
| 1Y | -41.3% | +118.3% | -159.6% | -58.4% |
| 3Y | -27.7% | +168.0% | -195.7% | -56.6% |
| 5Y | -16.9% | -30.1% | +13.2% | -20.7% |
| All | +195.8% | +223.1% | -27.3% | +51.6% |
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