+3.2%
PEP vs OKTA
-34.4%
+37.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.3% | -1.3% |
| 7D | -1.7% | +5.9% | -7.6% | -1.7% |
| 30D | +0.3% | +14.6% | -14.3% | +0.3% |
| 3M | -3.2% | +44.0% | -47.2% | -3.4% |
| 6M | -13.6% | +116.7% | -130.3% | -14.2% |
| YTD | -1.9% | +99.8% | -101.6% | -2.4% |
| 1Y | -0.6% | +84.1% | -84.7% | -1.0% |
| 3Y | -13.6% | +97.7% | -111.3% | -14.6% |
| 5Y | +3.2% | -35.2% | +38.4% | +2.5% |
| All | +3.2% | -34.4% | +37.7% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling