+627.8%
OKTA vs PTC
+147.6%
+480.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.4% | -14.2% | +14.6% | +10.6% |
| 30D | +13.8% | -14.4% | +28.3% | +26.4% |
| 3M | +48.9% | -4.7% | +53.6% | +50.5% |
| 6M | +114.9% | -19.3% | +134.2% | +144.9% |
| YTD | +97.9% | -26.1% | +124.0% | +139.2% |
| 1Y | +89.7% | -37.1% | +126.7% | +154.2% |
| 3Y | +95.8% | -10.4% | +106.2% | +100.5% |
| 5Y | -32.6% | +2.5% | -35.1% | -36.7% |
| All | +627.8% | +147.6% | +480.2% | +292.6% |
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