+90.1%
OKTA vs PFGC
-5.1%
+95.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +2.6% | -2.2% | +4.8% | +2.4% |
| 30D | +16.0% | -11.9% | +28.0% | +15.2% |
| 3M | +38.2% | +5.0% | +33.2% | +38.8% |
| 6M | +137.8% | +8.6% | +129.2% | +139.0% |
| YTD | +97.3% | +9.7% | +87.6% | +98.4% |
| 1Y | +90.1% | -6.3% | +96.4% | +92.1% |
| All | +90.1% | -5.1% | +95.2% | +92.1% |
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