+41.3%
PPL vs OKTA
+618.3%
-577.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | +2.6% | 0.0% | +2.6% |
| 30D | +0.5% | +16.0% | -15.6% | 0.0% |
| 3M | +0.7% | +38.2% | -37.5% | -0.3% |
| 6M | -7.6% | +137.8% | -145.4% | -10.3% |
| YTD | +1.8% | +97.3% | -95.5% | -0.6% |
| 1Y | -0.8% | +90.1% | -90.9% | -3.1% |
| 3Y | +56.9% | +98.0% | -41.1% | +51.8% |
| 5Y | +39.5% | -36.9% | +76.4% | +37.5% |
| All | +41.3% | +618.3% | -577.0% | +27.3% |
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