-24.1%
OKTA vs PCOR
-9.0%
-15.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.4% |
| 7D | -3.9% | +22.2% | -26.1% | -16.0% |
| 30D | -23.5% | +36.0% | -59.5% | -37.5% |
| 3M | +19.7% | +34.0% | -14.3% | -1.3% |
| 6M | +111.6% | +43.5% | +68.1% | +66.5% |
| YTD | +105.4% | +5.1% | +100.2% | +91.3% |
| 1Y | +108.4% | -3.9% | +112.3% | +104.6% |
| 3Y | +167.8% | +52.9% | +114.9% | +79.1% |
| 5Y | -33.8% | -18.7% | -15.2% | -45.4% |
| All | -24.1% | -9.0% | -15.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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