+128.7%
PM vs OKTA
-34.4%
+163.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.6% |
| 7D | -1.2% | +5.9% | -7.1% | -1.1% |
| 30D | -0.2% | +14.6% | -14.7% | +0.1% |
| 3M | +4.9% | +44.0% | -39.1% | +5.3% |
| 6M | +9.0% | +116.7% | -107.7% | +9.3% |
| YTD | +17.8% | +99.8% | -82.0% | +18.2% |
| 1Y | +16.8% | +84.1% | -67.2% | +17.4% |
| 3Y | +125.4% | +97.7% | +27.8% | +125.3% |
| 5Y | +128.7% | -35.2% | +163.9% | +119.7% |
| All | +128.7% | -34.4% | +163.1% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling