-0.7%
PFE vs OKTA
+97.4%
-98.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -4.3% | +5.9% | -10.2% | -4.4% |
| 30D | +2.7% | +14.6% | -11.9% | +2.4% |
| 3M | +10.0% | +44.0% | -34.0% | +8.8% |
| 6M | +7.2% | +116.7% | -109.5% | +3.9% |
| YTD | +17.3% | +99.8% | -82.4% | +14.1% |
| 1Y | +20.3% | +84.1% | -63.8% | +17.2% |
| All | -0.7% | +97.4% | -98.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling