-13.8%
PCG vs OKTA
+97.2%
-111.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +2.6% | -16.5% | -13.9% |
| 30D | -16.9% | +16.0% | -32.9% | -16.9% |
| 3M | -14.7% | +38.2% | -52.9% | -15.1% |
| 6M | -23.8% | +137.8% | -161.6% | -25.6% |
| YTD | -10.5% | +97.3% | -107.8% | -11.8% |
| 1Y | -5.1% | +90.1% | -95.2% | -6.4% |
| All | -13.8% | +97.2% | -111.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling