+163.9%
PCAR vs OKTA
-34.4%
+198.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -0.2% | +5.9% | -6.1% | -0.5% |
| 30D | -6.9% | +14.6% | -21.5% | -7.9% |
| 3M | +2.1% | +44.0% | -41.9% | -0.6% |
| 6M | +1.6% | +116.7% | -115.1% | -4.7% |
| YTD | +12.2% | +99.8% | -87.5% | +5.8% |
| 1Y | +28.0% | +84.1% | -56.0% | +21.4% |
| 3Y | +61.0% | +97.7% | -36.7% | +49.4% |
| 5Y | +163.9% | -35.2% | +199.1% | +145.2% |
| All | +163.9% | -34.4% | +198.4% | +145.2% |
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