+209.7%
PH vs OKTA
-30.1%
+239.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.3% | +8.4% | -4.1% | +3.5% |
| 30D | +0.1% | -13.7% | +13.8% | +1.4% |
| 3M | -9.4% | +18.0% | -27.4% | -11.8% |
| 6M | +8.8% | +133.8% | -125.1% | -4.2% |
| YTD | +9.6% | +111.5% | -101.9% | -2.9% |
| 1Y | +14.4% | +118.3% | -103.9% | +0.8% |
| 3Y | +134.5% | +168.0% | -33.5% | +97.6% |
| All | +209.7% | -30.1% | +239.8% | +204.7% |
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