+612.9%
OKTA vs PFGC
+312.8%
+300.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.2% |
| 30D | +13.0% | -15.8% | +28.8% | +16.7% |
| 3M | +43.4% | -0.6% | +44.0% | +43.2% |
| 6M | +107.6% | +10.7% | +97.0% | +102.3% |
| YTD | +93.8% | +7.6% | +86.2% | +89.0% |
| 1Y | +80.8% | -7.8% | +88.7% | +81.8% |
| 3Y | +91.8% | +63.7% | +28.1% | +70.8% |
| 5Y | -36.4% | +112.3% | -148.6% | -45.8% |
| All | +612.9% | +312.8% | +300.1% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling