+197.4%
PDD vs OKTA
+215.1%
-17.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.0% | -6.0% | +5.0% | +0.5% |
| 30D | -2.4% | -23.2% | +20.8% | +4.0% |
| 3M | -14.6% | +18.3% | -32.9% | -22.1% |
| 6M | -19.6% | +112.6% | -132.2% | -41.1% |
| YTD | -30.0% | +106.3% | -136.2% | -49.3% |
| 1Y | -42.5% | +108.0% | -150.6% | -58.6% |
| 3Y | -27.2% | +163.2% | -190.4% | -56.1% |
| 5Y | -8.2% | -30.9% | +22.7% | -12.3% |
| All | +197.4% | +215.1% | -17.7% | +53.5% |
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