-6.4%
PGR vs OKTA
+90.9%
-97.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +0.1% | +2.6% | -2.5% | +0.2% |
| 30D | +2.9% | +16.0% | -13.1% | +3.8% |
| 3M | +12.1% | +38.2% | -26.0% | +13.8% |
| 6M | +3.7% | +137.8% | -134.1% | +6.6% |
| YTD | +2.4% | +97.3% | -94.9% | +3.8% |
| 1Y | -6.4% | +90.1% | -96.5% | -5.6% |
| All | -6.4% | +90.9% | -97.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling