+118.3%
OKTA vs PTC
+10.7%
+107.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +8.4% | +0.5% | +7.9% | +8.2% |
| 30D | -13.7% | +1.2% | -14.9% | -14.1% |
| 3M | +18.0% | +27.4% | -9.3% | +7.5% |
| 6M | +133.8% | +39.2% | +94.7% | +106.9% |
| YTD | +111.5% | +12.5% | +99.0% | +124.4% |
| 1Y | +118.3% | +12.3% | +106.1% | +132.2% |
| All | +118.3% | +10.7% | +107.6% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling