+587.4%
PH vs OKTA
+618.3%
-30.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +2.6% | -5.7% | -3.4% |
| 30D | -3.2% | +16.0% | -19.3% | -5.6% |
| 3M | +10.6% | +38.2% | -27.6% | +5.2% |
| 6M | -2.1% | +137.8% | -139.9% | -15.1% |
| YTD | +10.2% | +97.3% | -87.1% | -2.1% |
| 1Y | +28.2% | +90.1% | -61.9% | +14.4% |
| 3Y | +134.9% | +98.0% | +36.9% | +103.9% |
| 5Y | +253.6% | -36.9% | +290.5% | +242.7% |
| All | +587.4% | +618.3% | -30.9% | +344.3% |
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 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