+91.8%
OKTA vs PEGA
+49.1%
+42.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +3.8% |
| 7D | +5.9% | -6.1% | +12.0% | +8.2% |
| 30D | +14.6% | +6.4% | +8.2% | +12.5% |
| 3M | +44.0% | +2.9% | +41.1% | +41.7% |
| 6M | +116.7% | -23.8% | +140.5% | +134.5% |
| YTD | +99.8% | -41.1% | +140.8% | +131.4% |
| 1Y | +84.1% | -38.2% | +122.3% | +109.0% |
| All | +91.8% | +49.1% | +42.7% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling