+1,753.3%
PWR vs OKTA
+601.1%
+1,152.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +5.5% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | -4.0% | +13.0% | -17.1% | -6.0% |
| 3M | -4.8% | +41.7% | -46.5% | -9.5% |
| 6M | +14.6% | +105.9% | -91.3% | +2.0% |
| YTD | +54.2% | +92.6% | -38.3% | +37.9% |
| 1Y | +67.1% | +81.1% | -13.9% | +50.7% |
| 3Y | +218.5% | +84.8% | +133.6% | +180.5% |
| 5Y | +466.3% | -34.4% | +500.7% | +435.6% |
| All | +1,753.3% | +601.1% | +1,152.3% | +1,204.6% |
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