+608.2%
OKTA vs PEGA
+71.5%
+536.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -3.5% |
| 7D | -2.4% | -3.0% | +0.6% | -1.0% |
| 30D | +13.0% | +15.9% | -2.9% | +5.0% |
| 3M | +41.7% | +10.8% | +30.9% | +32.2% |
| 6M | +105.9% | -16.5% | +122.4% | +123.5% |
| YTD | +92.6% | -39.0% | +131.6% | +142.0% |
| 1Y | +81.1% | -37.3% | +118.3% | +120.6% |
| 3Y | +84.8% | +59.2% | +25.7% | +13.8% |
| 5Y | -34.4% | -44.9% | +10.4% | -22.9% |
| All | +608.2% | +71.5% | +536.7% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling