-16.4%
PDD vs OKTA
+91.3%
-107.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -13.1% | +13.0% | -26.1% | -14.4% |
| 3M | -3.5% | +43.4% | -46.9% | -7.7% |
| 6M | -21.8% | +107.6% | -129.4% | -28.8% |
| YTD | -29.7% | +93.8% | -123.5% | -35.6% |
| 1Y | -36.2% | +80.8% | -117.0% | -41.1% |
| 3Y | -16.4% | +91.8% | -108.2% | -22.1% |
| All | -16.4% | +91.3% | -107.7% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling