+249.6%
PH vs OKTA
-34.5%
+284.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.0% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | -11.0% | +13.0% | -24.0% | -12.6% |
| 3M | +5.5% | +41.7% | -36.2% | +0.5% |
| 6M | +1.5% | +105.9% | -104.5% | -9.2% |
| YTD | +8.8% | +92.6% | -83.8% | -2.2% |
| 1Y | +24.5% | +81.1% | -56.6% | +12.8% |
| 3Y | +141.2% | +84.8% | +56.3% | +113.6% |
| All | +249.6% | -34.5% | +284.0% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling