-16.4%
PINS vs OKTA
+87.5%
-103.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -12.0% | +2.6% | -14.7% | -13.2% |
| 30D | -12.7% | +16.0% | -28.7% | -20.2% |
| 3M | -5.5% | +38.2% | -43.7% | -20.6% |
| 6M | +5.3% | +137.8% | -132.5% | -34.1% |
| YTD | -21.2% | +97.3% | -118.5% | -46.9% |
| 1Y | -45.0% | +90.1% | -135.1% | -62.4% |
| 3Y | -26.2% | +98.0% | -124.2% | -55.2% |
| 5Y | -64.0% | -36.9% | -27.0% | -61.6% |
| All | -16.4% | +87.5% | -103.8% | -60.9% |
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 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