+44.7%
PPL vs OKTA
+670.0%
-625.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.4% | +8.4% | -8.8% | -0.5% |
| 30D | +2.6% | -13.7% | +16.4% | +2.9% |
| 3M | +0.8% | +18.0% | -17.2% | +0.2% |
| 6M | +1.4% | +133.8% | -132.4% | -1.4% |
| YTD | +4.3% | +111.5% | -107.2% | +1.5% |
| 1Y | +0.8% | +118.3% | -117.6% | -2.1% |
| 3Y | +57.9% | +168.0% | -110.1% | +51.1% |
| 5Y | +48.3% | -30.1% | +78.4% | +45.6% |
| All | +44.7% | +670.0% | -625.2% | +30.0% |
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