+469.4%
PWR vs OKTA
-34.5%
+503.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -4.8% | +41.7% | -46.5% | -10.2% |
| 6M | +14.6% | +105.9% | -91.3% | 0.0% |
| YTD | +54.2% | +92.6% | -38.3% | +35.3% |
| 1Y | +67.1% | +81.1% | -13.9% | +48.3% |
| 3Y | +218.5% | +84.8% | +133.6% | +173.9% |
| All | +469.4% | -34.5% | +503.9% | +468.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling