+61.8%
PCG vs OKTA
-36.4%
+98.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.7% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | -15.1% | +13.0% | -28.1% | -15.8% |
| 3M | -9.8% | +43.4% | -53.2% | -11.9% |
| 6M | -18.0% | +107.6% | -125.6% | -22.3% |
| YTD | -7.2% | +93.8% | -101.1% | -11.9% |
| 1Y | +2.9% | +80.8% | -78.0% | -1.8% |
| 3Y | -11.1% | +91.8% | -102.9% | -16.8% |
| 5Y | +61.8% | -36.4% | +98.2% | +61.2% |
| All | +61.8% | -36.4% | +98.1% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling