+227.8%
PLD vs OKTA
+627.3%
-399.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.4% |
| 7D | -0.7% | +5.9% | -6.6% | -1.4% |
| 30D | -2.2% | +14.6% | -16.8% | -4.5% |
| 3M | -7.4% | +44.0% | -51.4% | -12.5% |
| 6M | +1.9% | +116.7% | -114.8% | -10.3% |
| YTD | +7.9% | +99.8% | -91.9% | -4.5% |
| 1Y | +25.1% | +84.1% | -59.0% | +11.9% |
| 3Y | +21.9% | +97.7% | -75.8% | +4.9% |
| 5Y | +16.3% | -35.2% | +51.5% | +10.5% |
| All | +227.8% | +627.3% | -399.5% | +153.5% |
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