-16.0%
PCG vs OKTA
+114.8%
-130.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.9% |
| 7D | +1.9% | -14.2% | +16.1% | +0.7% |
| 30D | +8.5% | -12.5% | +21.0% | +7.5% |
| 3M | -22.9% | +29.2% | -52.1% | -20.5% |
| 6M | -16.8% | +147.3% | -164.1% | -8.0% |
| YTD | -15.8% | +120.9% | -136.7% | -7.6% |
| 1Y | -16.0% | +119.7% | -135.7% | -8.0% |
| All | -16.0% | +114.8% | -130.8% | -8.0% |
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