+213.4%
PLD vs OKTA
+670.0%
-456.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.3% | +8.4% | -7.1% | +0.3% |
| 30D | -1.4% | -13.7% | +12.3% | +0.1% |
| 3M | -8.2% | +18.0% | -26.2% | -11.1% |
| 6M | -8.0% | +133.8% | -141.9% | -20.0% |
| YTD | +3.2% | +111.5% | -108.3% | -9.9% |
| 1Y | +7.0% | +118.3% | -111.3% | -7.0% |
| 3Y | +38.3% | +168.0% | -129.7% | +13.4% |
| 5Y | +0.2% | -30.1% | +30.3% | -6.2% |
| All | +213.4% | +670.0% | -456.6% | +139.2% |
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