-30.3%
OKTA vs PTC
+62.4%
-92.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -4.6% | +0.5% | -5.1% | -4.9% |
| 30D | -19.7% | +0.9% | -20.6% | -20.1% |
| 3M | +21.2% | +30.4% | -9.1% | -1.2% |
| 6M | +123.1% | +34.4% | +88.7% | +74.9% |
| YTD | +110.8% | +12.6% | +98.2% | +90.5% |
| 1Y | +113.0% | +10.2% | +102.8% | +95.5% |
| 3Y | +168.9% | +29.4% | +139.6% | +99.9% |
| All | -30.3% | +62.4% | -92.7% | -57.1% |
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