-29.7%
OKTA vs PCOR
-11.9%
-17.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +8.4% | +3.0% | +5.4% | +6.5% |
| 30D | -13.7% | +38.7% | -52.4% | -31.1% |
| 3M | +18.0% | +24.9% | -6.8% | +0.7% |
| 6M | +133.8% | +68.8% | +65.1% | +63.9% |
| YTD | +111.5% | +6.7% | +104.8% | +94.3% |
| 1Y | +118.3% | +3.0% | +115.3% | +104.9% |
| 3Y | +168.0% | +48.6% | +119.4% | +75.2% |
| All | -29.7% | -11.9% | -17.8% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling