+202.9%
PWR vs OKTA
+95.5%
+107.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -7.7% | +13.8% | -21.6% | -9.2% |
| 3M | -4.9% | +48.9% | -53.8% | -9.0% |
| 6M | +9.7% | +114.9% | -105.2% | -1.2% |
| YTD | +46.7% | +97.9% | -51.2% | +33.4% |
| 1Y | +58.7% | +89.7% | -31.0% | +45.5% |
| All | +202.9% | +95.5% | +107.4% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling