+75.1%
PEP vs OKTA
+670.0%
-594.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +2.9% | +8.4% | -5.5% | +2.6% |
| 30D | +12.5% | -13.7% | +26.2% | +12.9% |
| 3M | +4.5% | +18.0% | -13.5% | +3.5% |
| 6M | -0.5% | +133.8% | -134.3% | -4.7% |
| YTD | +4.4% | +111.5% | -107.1% | +0.2% |
| 1Y | +4.4% | +118.3% | -114.0% | -0.1% |
| 3Y | -3.4% | +168.0% | -171.4% | -10.0% |
| 5Y | +5.2% | -30.1% | +35.2% | +5.3% |
| All | +75.1% | +670.0% | -594.9% | +55.0% |
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