-78.1%
PCG vs OKTA
+627.3%
-705.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.3% | -4.5% |
| 7D | +6.5% | +5.9% | +0.6% | +5.9% |
| 30D | -16.7% | +14.6% | -31.3% | -18.2% |
| 3M | -14.2% | +44.0% | -58.2% | -17.7% |
| 6M | -21.5% | +116.7% | -138.2% | -28.6% |
| YTD | -11.2% | +99.8% | -111.0% | -18.9% |
| 1Y | -4.2% | +84.1% | -88.3% | -11.8% |
| 3Y | -14.9% | +97.7% | -112.6% | -24.2% |
| 5Y | +54.2% | -35.2% | +89.4% | +53.2% |
| All | -78.1% | +627.3% | -705.4% | -83.4% |
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