+18.8%
PGR vs OKTA
+96.1%
-77.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.4% | +9.7% | -1.0% |
| 7D | +1.3% | -22.9% | +24.2% | +0.5% |
| 30D | +10.0% | -21.7% | +31.7% | +9.3% |
| 3M | +9.6% | +16.4% | -6.8% | +10.5% |
| 6M | +18.0% | +120.1% | -102.2% | +20.4% |
| YTD | +9.0% | +97.9% | -88.9% | +10.1% |
| 1Y | +18.8% | +96.4% | -77.6% | +20.3% |
| All | +18.8% | +96.1% | -77.3% | +20.3% |
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