-79.7%
PCG vs OKTA
+667.4%
-747.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | -2.2% | -4.6% | +2.4% | -1.9% |
| 30D | -0.5% | -19.7% | +19.3% | +1.2% |
| 3M | -24.0% | +21.2% | -45.2% | -26.0% |
| 6M | -18.6% | +123.1% | -141.7% | -26.3% |
| YTD | -17.7% | +110.8% | -128.4% | -25.5% |
| 1Y | -20.0% | +113.0% | -133.0% | -27.8% |
| 3Y | -20.2% | +168.9% | -189.2% | -31.7% |
| 5Y | +8.4% | -28.7% | +37.0% | +6.1% |
| All | -79.7% | +667.4% | -747.1% | -84.7% |
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