+119.7%
OKTA vs PFGC
+12.5%
+107.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.5% | -12.8% | +3.3% |
| 7D | -14.2% | +13.9% | -28.0% | -12.0% |
| 30D | -12.5% | +18.4% | -30.8% | -9.6% |
| 3M | +29.2% | -2.5% | +31.8% | +31.4% |
| 6M | +147.3% | +26.0% | +121.3% | +158.7% |
| YTD | +120.9% | +21.9% | +99.1% | +129.8% |
| 1Y | +119.7% | +13.4% | +106.3% | +126.3% |
| All | +119.7% | +12.5% | +107.2% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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