+677.8%
OKTA vs PTC
+277.0%
+400.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +8.4% | +0.5% | +7.9% | +8.1% |
| 30D | -13.7% | +1.2% | -14.9% | -14.3% |
| 3M | +18.0% | +27.4% | -9.3% | -2.0% |
| 6M | +133.8% | +39.2% | +94.7% | +79.9% |
| YTD | +111.5% | +12.5% | +99.0% | +88.5% |
| 1Y | +118.3% | +12.3% | +106.1% | +94.7% |
| 3Y | +168.0% | +28.8% | +139.2% | +110.6% |
| 5Y | -30.1% | +60.9% | -90.9% | -52.2% |
| All | +677.8% | +277.0% | +400.8% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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