-79.5%
PCG vs OKTA
+670.0%
-749.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | +8.4% | -6.2% | +1.4% |
| 30D | +0.8% | -13.7% | +14.5% | +1.8% |
| 3M | -23.8% | +18.0% | -41.8% | -25.6% |
| 6M | -19.6% | +133.8% | -153.5% | -27.5% |
| YTD | -16.7% | +111.5% | -128.2% | -24.7% |
| 1Y | -19.4% | +118.3% | -137.7% | -27.4% |
| 3Y | -18.3% | +168.0% | -186.3% | -30.0% |
| 5Y | +10.4% | -30.1% | +40.5% | +8.5% |
| All | -79.5% | +670.0% | -749.5% | -84.6% |
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