-19.4%
PCG vs OKTA
+168.2%
-187.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.7% |
| 7D | -0.5% | -6.0% | +5.5% | -0.5% |
| 30D | +0.8% | -23.2% | +23.9% | +0.5% |
| 3M | -22.0% | +18.3% | -40.3% | -21.9% |
| 6M | -17.1% | +112.6% | -129.7% | -17.9% |
| YTD | -16.9% | +106.3% | -123.1% | -17.5% |
| 1Y | -19.1% | +108.0% | -127.1% | -19.8% |
| 3Y | -19.4% | +163.2% | -182.6% | -22.7% |
| All | -19.4% | +168.2% | -187.6% | -22.7% |
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 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