+231.9%
PLD vs OKTA
+618.3%
-386.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.4% | +2.6% | -5.0% | -2.7% |
| 30D | -2.4% | +16.0% | -18.5% | -4.8% |
| 3M | -3.8% | +38.2% | -42.0% | -8.6% |
| 6M | 0.0% | +137.8% | -137.8% | -13.3% |
| YTD | +9.2% | +97.3% | -88.1% | -3.1% |
| 1Y | +25.9% | +90.1% | -64.2% | +12.1% |
| 3Y | +21.3% | +98.0% | -76.7% | +4.4% |
| 5Y | +14.1% | -36.9% | +51.0% | +8.8% |
| All | +231.9% | +618.3% | -386.4% | +157.1% |
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