+81.1%
OKTA vs PEGA
-36.0%
+117.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -3.4% |
| 7D | -2.4% | -3.0% | +0.6% | -1.1% |
| 30D | +13.0% | +15.9% | -2.9% | +6.2% |
| 3M | +41.7% | +10.8% | +30.9% | +34.4% |
| 6M | +105.9% | -16.5% | +122.4% | +117.1% |
| YTD | +92.6% | -39.0% | +131.6% | +118.4% |
| 1Y | +81.1% | -37.3% | +118.3% | +108.3% |
| All | +81.1% | -36.0% | +117.1% | +108.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling