-32.6%
OKTA vs PFGC
+105.5%
-138.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +0.4% | -4.8% | +5.2% | +2.6% |
| 30D | +13.8% | -17.2% | +31.0% | +23.5% |
| 3M | +48.9% | -6.3% | +55.2% | +52.1% |
| 6M | +114.9% | +8.8% | +106.1% | +102.7% |
| YTD | +97.9% | +4.9% | +93.0% | +87.1% |
| 1Y | +89.7% | -9.5% | +99.2% | +93.2% |
| 3Y | +95.8% | +59.6% | +36.2% | +39.4% |
| 5Y | -32.6% | +113.5% | -146.1% | -61.2% |
| All | -32.6% | +105.5% | -138.1% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling