+168.0%
OKTA vs PEGA
+46.3%
+121.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +8.4% | +0.1% | +8.3% | +8.2% |
| 30D | -13.7% | -4.1% | -9.6% | -12.8% |
| 3M | +18.0% | -2.8% | +20.8% | +19.2% |
| 6M | +133.8% | -0.4% | +134.3% | +134.3% |
| YTD | +111.5% | -45.4% | +156.9% | +148.9% |
| 1Y | +118.3% | -42.6% | +160.9% | +153.3% |
| 3Y | +168.0% | +45.4% | +122.6% | +126.1% |
| All | +168.0% | +46.3% | +121.7% | +126.1% |
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