+44.9%
PPL vs OKTA
+647.7%
-602.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.5% | -0.4% |
| 7D | -1.2% | -3.9% | +2.7% | -1.2% |
| 30D | +4.2% | -23.5% | +27.7% | +4.7% |
| 3M | +1.5% | +19.7% | -18.2% | +0.8% |
| 6M | +1.0% | +111.6% | -110.6% | -1.5% |
| YTD | +4.4% | +105.4% | -101.0% | +1.7% |
| 1Y | +0.8% | +108.4% | -107.6% | -2.0% |
| 3Y | +56.5% | +167.8% | -111.4% | +49.6% |
| 5Y | +47.7% | -33.8% | +81.5% | +45.2% |
| All | +44.9% | +647.7% | -602.8% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling