+134.5%
PH vs OKTA
+171.9%
-37.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +4.3% | +8.4% | -4.1% | +3.8% |
| 30D | +0.1% | -13.7% | +13.8% | +1.0% |
| 3M | -9.4% | +18.0% | -27.4% | -10.8% |
| 6M | +8.8% | +133.8% | -125.1% | -2.2% |
| YTD | +9.6% | +111.5% | -101.9% | -0.7% |
| 1Y | +14.4% | +118.3% | -103.9% | +3.0% |
| 3Y | +134.5% | +168.0% | -33.5% | +106.9% |
| All | +134.5% | +171.9% | -37.4% | +106.9% |
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