-28.4%
OKTA vs PCOR
-33.1%
+4.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | +0.2% |
| 7D | +0.7% | -6.9% | +7.6% | +5.1% |
| 30D | +13.0% | -1.5% | +14.5% | +14.5% |
| 3M | +43.4% | +18.5% | +24.9% | +28.2% |
| 6M | +107.6% | -4.7% | +112.3% | +111.6% |
| YTD | +93.8% | -22.8% | +116.6% | +121.8% |
| 1Y | +80.8% | -20.7% | +101.6% | +101.5% |
| 3Y | +91.8% | -14.6% | +106.4% | +86.1% |
| 5Y | -36.4% | -40.7% | +4.4% | -35.7% |
| All | -28.4% | -33.1% | +4.7% | -29.0% |
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