+12.2%
PCAR vs OKTA
+114.8%
-102.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.1% |
| 7D | +3.7% | -14.2% | +17.8% | +3.2% |
| 30D | -2.9% | -12.5% | +9.6% | -3.2% |
| 3M | -21.7% | +29.2% | -51.0% | -20.9% |
| 6M | -6.6% | +147.3% | -154.0% | -4.7% |
| YTD | -2.2% | +120.9% | -123.2% | +0.8% |
| 1Y | +12.2% | +119.7% | -107.4% | +15.6% |
| All | +12.2% | +114.8% | -102.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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