+39.9%
PFE vs OKTA
+670.0%
-630.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.7% | +8.4% | -10.1% | -2.0% |
| 30D | +0.3% | -13.7% | +14.1% | +0.8% |
| 3M | +9.4% | +18.0% | -8.6% | +8.2% |
| 6M | +14.9% | +133.8% | -119.0% | +9.7% |
| YTD | +23.8% | +111.5% | -87.7% | +18.5% |
| 1Y | +19.5% | +118.3% | -98.8% | +14.2% |
| 3Y | +21.0% | +168.0% | -147.0% | +13.6% |
| 5Y | -23.9% | -30.1% | +6.2% | -25.2% |
| All | +39.9% | +670.0% | -630.1% | +11.2% |
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