+32.3%
PFE vs OKTA
+601.1%
-568.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.4% |
| 7D | -2.6% | -2.4% | -0.2% | -2.5% |
| 30D | +5.4% | +13.0% | -7.7% | +4.6% |
| 3M | +7.8% | +41.7% | -33.9% | +5.9% |
| 6M | +5.0% | +105.9% | -100.9% | +0.9% |
| YTD | +17.1% | +92.6% | -75.5% | +12.7% |
| 1Y | +19.3% | +81.1% | -61.7% | +15.2% |
| 3Y | -0.9% | +84.8% | -85.8% | -5.2% |
| 5Y | -20.8% | -34.4% | +13.7% | -21.9% |
| All | +32.3% | +601.1% | -568.8% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling