+35.8%
PFE vs OKTA
+618.3%
-582.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +2.6% | -0.9% | +1.6% |
| 30D | +10.2% | +16.0% | -5.8% | +9.4% |
| 3M | +12.7% | +38.2% | -25.5% | +10.8% |
| 6M | +10.5% | +137.8% | -127.3% | +5.5% |
| YTD | +20.2% | +97.3% | -77.1% | +15.6% |
| 1Y | +24.1% | +90.1% | -66.0% | +19.5% |
| 3Y | -3.6% | +98.0% | -101.6% | -8.0% |
| 5Y | -20.9% | -36.9% | +16.0% | -21.7% |
| All | +35.8% | +618.3% | -582.6% | +8.5% |
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