+65.7%
PEP vs OKTA
+618.3%
-552.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +0.2% | +16.0% | -15.8% | -0.5% |
| 3M | -1.1% | +38.2% | -39.3% | -2.6% |
| 6M | -13.5% | +137.8% | -151.3% | -17.2% |
| YTD | -1.2% | +97.3% | -98.5% | -4.7% |
| 1Y | -1.6% | +90.1% | -91.7% | -5.0% |
| 3Y | -12.5% | +98.0% | -110.5% | -16.9% |
| 5Y | +3.0% | -36.9% | +39.9% | +3.9% |
| All | +65.7% | +618.3% | -552.6% | +47.5% |
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