+617.8%
PGR vs OKTA
+601.1%
+16.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +4.9% | +13.0% | -8.1% | +3.9% |
| 3M | +7.6% | +41.7% | -34.1% | +5.0% |
| 6M | +8.3% | +105.9% | -97.7% | +2.4% |
| YTD | +1.7% | +92.6% | -90.8% | -3.5% |
| 1Y | -6.8% | +81.1% | -87.9% | -11.4% |
| 3Y | +73.4% | +84.8% | -11.4% | +62.4% |
| 5Y | +161.2% | -34.4% | +195.7% | +162.5% |
| All | +617.8% | +601.1% | +16.7% | +425.4% |
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