+608.2%
OKTA vs PFGC
+300.6%
+307.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | -4.8% | +2.4% | -1.5% |
| 30D | +13.0% | -12.5% | +25.6% | +15.9% |
| 3M | +41.7% | -9.7% | +51.4% | +44.2% |
| 6M | +105.9% | +7.0% | +98.9% | +102.0% |
| YTD | +92.6% | +4.5% | +88.1% | +88.9% |
| 1Y | +81.1% | -11.6% | +92.6% | +83.5% |
| 3Y | +84.8% | +58.5% | +26.3% | +65.6% |
| 5Y | -34.4% | +112.6% | -147.0% | -44.1% |
| All | +608.2% | +300.6% | +307.6% | +411.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling