-27.1%
OKTA vs PCOR
-30.9%
+3.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +2.7% |
| 7D | +2.6% | -9.0% | +11.6% | +8.6% |
| 30D | +16.0% | +4.2% | +11.9% | +13.7% |
| 3M | +38.2% | +14.4% | +23.7% | +26.2% |
| 6M | +137.8% | +0.2% | +137.6% | +135.5% |
| YTD | +97.3% | -20.3% | +117.5% | +121.5% |
| 1Y | +90.1% | -16.1% | +106.2% | +104.8% |
| 3Y | +98.0% | -14.7% | +112.7% | +92.9% |
| 5Y | -36.9% | -43.2% | +6.2% | -36.8% |
| All | -27.1% | -30.9% | +3.8% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling