+115.5%
OKTA vs PCOR
-2.2%
+117.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +6.6% | +2.2% | +4.5% | +5.4% |
| 30D | -19.4% | +37.4% | -56.9% | -34.4% |
| 3M | +23.9% | +33.2% | -9.3% | +3.1% |
| 6M | +130.9% | +60.6% | +70.3% | +72.0% |
| YTD | +111.1% | +6.2% | +104.9% | +100.6% |
| 1Y | +115.5% | -1.1% | +116.6% | +113.7% |
| All | +115.5% | -2.2% | +117.8% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling