-29.7%
OKTA vs PEGA
-44.5%
+14.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +8.4% | +0.1% | +8.3% | +8.2% |
| 30D | -13.7% | -4.1% | -9.6% | -12.6% |
| 3M | +18.0% | -2.8% | +20.8% | +19.4% |
| 6M | +133.8% | -0.4% | +134.3% | +132.9% |
| YTD | +111.5% | -45.4% | +156.9% | +169.1% |
| 1Y | +118.3% | -42.6% | +160.9% | +171.1% |
| 3Y | +168.0% | +45.4% | +122.6% | +84.5% |
| All | -29.7% | -44.5% | +14.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling