-23.0%
PINS vs OKTA
+88.0%
-111.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.1% |
| 7D | -9.9% | +0.4% | -10.3% | -10.2% |
| 30D | -20.9% | +13.8% | -34.7% | -27.2% |
| 3M | -13.7% | +48.9% | -62.6% | -29.8% |
| 6M | -3.0% | +114.9% | -118.0% | -36.3% |
| YTD | -27.5% | +97.9% | -125.3% | -51.2% |
| 1Y | -46.8% | +89.7% | -136.5% | -63.6% |
| 3Y | -31.8% | +95.8% | -127.7% | -58.5% |
| 5Y | -65.4% | -32.6% | -32.7% | -64.6% |
| All | -23.0% | +88.0% | -111.0% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling