+167.1%
PM vs OKTA
+601.1%
-434.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.7% |
| 7D | +4.7% | -2.4% | +7.1% | +4.7% |
| 30D | +2.6% | +13.0% | -10.4% | +2.3% |
| 3M | +6.6% | +41.7% | -35.1% | +5.6% |
| 6M | +16.5% | +105.9% | -89.4% | +13.8% |
| YTD | +21.2% | +92.6% | -71.4% | +18.6% |
| 1Y | +17.9% | +81.1% | -63.1% | +15.6% |
| 3Y | +129.8% | +84.8% | +45.0% | +122.9% |
| 5Y | +133.0% | -34.4% | +167.5% | +134.0% |
| All | +167.1% | +601.1% | -434.0% | +128.8% |
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