+168.0%
OKTA vs PCOR
+50.0%
+118.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +8.4% | +3.0% | +5.4% | +6.8% |
| 30D | -13.7% | +38.7% | -52.4% | -28.0% |
| 3M | +18.0% | +24.9% | -6.8% | +4.1% |
| 6M | +133.8% | +68.8% | +65.1% | +77.1% |
| YTD | +111.5% | +6.7% | +104.8% | +96.0% |
| 1Y | +118.3% | +3.0% | +115.3% | +105.4% |
| 3Y | +168.0% | +48.6% | +119.4% | +106.9% |
| All | +168.0% | +50.0% | +118.0% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling