+17.4%
PM vs OKTA
+90.9%
-73.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -1.9% |
| 7D | -4.9% | +2.6% | -7.5% | -4.6% |
| 30D | -3.4% | +16.0% | -19.4% | -1.7% |
| 3M | +5.2% | +38.2% | -33.0% | +8.9% |
| 6M | +3.7% | +137.8% | -134.1% | +14.1% |
| YTD | +15.8% | +97.3% | -81.5% | +26.3% |
| 1Y | +17.4% | +90.1% | -72.7% | +26.4% |
| All | +17.4% | +90.9% | -73.5% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling