+160.8%
PM vs OKTA
-29.2%
+189.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.1% |
| 7D | -7.1% | -4.6% | -2.5% | -7.1% |
| 30D | -2.8% | -19.7% | +16.9% | -3.0% |
| 3M | +6.3% | +21.2% | -14.9% | +6.7% |
| 6M | +9.6% | +123.1% | -113.5% | +10.1% |
| YTD | +25.6% | +110.8% | -85.2% | +26.2% |
| 1Y | +29.7% | +113.0% | -83.3% | +30.2% |
| 3Y | +147.6% | +168.9% | -21.4% | +146.4% |
| All | +160.8% | -29.2% | +189.9% | +156.5% |
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 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