-22.1%
OKTA vs PCOR
-7.7%
-14.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | -4.6% | +2.5% | -7.1% | -6.0% |
| 30D | -19.7% | +37.9% | -57.6% | -34.9% |
| 3M | +21.2% | +32.0% | -10.7% | +0.9% |
| 6M | +123.1% | +54.7% | +68.4% | +68.0% |
| YTD | +110.8% | +6.6% | +104.2% | +94.8% |
| 1Y | +113.0% | -1.7% | +114.6% | +106.2% |
| 3Y | +168.9% | +49.0% | +120.0% | +83.3% |
| 5Y | -28.7% | -12.5% | -16.1% | -42.3% |
| All | -22.1% | -7.7% | -14.4% | -37.7% |
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