-34.6%
OKTA vs PCOR
-19.6%
-15.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -19.0% | +22.7% | -41.7% | -30.0% |
| 30D | -22.6% | +37.5% | -60.1% | -37.9% |
| 3M | +17.5% | +35.2% | -17.6% | -4.7% |
| 6M | +117.8% | +42.2% | +75.6% | +69.7% |
| YTD | +95.1% | +3.6% | +91.5% | +82.5% |
| 1Y | +96.4% | -4.8% | +101.2% | +93.5% |
| 3Y | +149.0% | +48.3% | +100.6% | +61.9% |
| All | -34.6% | -19.6% | -15.0% | -37.2% |
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