-32.0%
OKTA vs PEGA
-48.2%
+16.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +4.1% |
| 7D | +5.9% | -6.1% | +12.0% | +8.9% |
| 30D | +14.6% | +6.4% | +8.2% | +11.8% |
| 3M | +44.0% | +2.9% | +41.1% | +40.6% |
| 6M | +116.7% | -23.8% | +140.5% | +142.4% |
| YTD | +99.8% | -41.1% | +140.8% | +147.3% |
| 1Y | +84.1% | -38.2% | +122.3% | +120.3% |
| 3Y | +97.7% | +49.8% | +47.8% | +34.9% |
| All | -32.0% | -48.2% | +16.2% | -7.9% |
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