+90.1%
OKTA vs PEG
-7.0%
+97.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | 0.0% |
| 7D | +2.6% | +0.7% | +1.9% | +3.1% |
| 30D | +16.0% | -2.4% | +18.5% | +14.3% |
| 3M | +38.2% | -4.8% | +42.9% | +34.2% |
| 6M | +137.8% | -10.7% | +148.5% | +124.8% |
| YTD | +97.3% | -6.7% | +104.0% | +90.1% |
| 1Y | +90.1% | -6.8% | +96.9% | +83.4% |
| All | +90.1% | -7.0% | +97.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling