+90.0%
OKTA vs PEG
+32.0%
+58.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +13.8% | -2.8% | +16.6% | +14.1% |
| 3M | +48.9% | -6.9% | +55.8% | +49.9% |
| 6M | +114.9% | -11.4% | +126.3% | +118.2% |
| YTD | +97.9% | -7.4% | +105.3% | +97.4% |
| 1Y | +89.7% | -8.3% | +97.9% | +89.3% |
| All | +90.0% | +32.0% | +58.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling