-35.2%
OKTA vs PTC
-0.9%
-34.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.3% | +5.5% |
| 7D | +5.9% | -13.6% | +19.5% | +17.3% |
| 30D | +14.6% | -14.7% | +29.2% | +28.9% |
| 3M | +44.0% | -5.9% | +49.9% | +47.4% |
| 6M | +116.7% | -21.1% | +137.8% | +156.1% |
| YTD | +99.8% | -26.0% | +125.8% | +147.8% |
| 1Y | +84.1% | -36.8% | +120.9% | +156.4% |
| 3Y | +97.7% | -10.3% | +108.0% | +94.2% |
| 5Y | -35.2% | +1.2% | -36.3% | -46.1% |
| All | -35.2% | -0.9% | -34.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling