+293.4%
PCAR vs OKTA
+618.3%
-324.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | -6.2% | +16.0% | -22.3% | -7.5% |
| 3M | +5.9% | +38.2% | -32.3% | +3.0% |
| 6M | +0.4% | +137.8% | -137.4% | -7.2% |
| YTD | +14.8% | +97.3% | -82.5% | +7.6% |
| 1Y | +30.1% | +90.1% | -60.0% | +22.2% |
| 3Y | +66.7% | +98.0% | -31.4% | +53.7% |
| 5Y | +166.1% | -36.9% | +203.0% | +159.5% |
| All | +293.4% | +618.3% | -324.9% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling