+286.7%
PCAR vs OKTA
+620.5%
-333.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -7.3% | +13.8% | -21.1% | -8.4% |
| 3M | +7.8% | +48.9% | -41.1% | +4.3% |
| 6M | +3.6% | +114.9% | -111.4% | -3.4% |
| YTD | +12.9% | +97.9% | -85.0% | +5.7% |
| 1Y | +27.3% | +89.7% | -62.4% | +19.6% |
| 3Y | +61.9% | +95.8% | -33.9% | +49.4% |
| 5Y | +164.2% | -32.6% | +196.8% | +156.1% |
| All | +286.7% | +620.5% | -333.7% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling