+115.2%
PCAR vs OKTA
-30.1%
+145.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.9% | +8.4% | -3.5% | +4.5% |
| 30D | -1.4% | -13.7% | +12.3% | -0.8% |
| 3M | -18.1% | +18.0% | -36.2% | -19.4% |
| 6M | -4.0% | +133.8% | -137.9% | -10.6% |
| YTD | -1.5% | +111.5% | -112.9% | -7.9% |
| 1Y | +13.2% | +118.3% | -105.1% | +5.4% |
| 3Y | +35.8% | +168.0% | -132.2% | +22.7% |
| All | +115.2% | -30.1% | +145.3% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling