+625.6%
OKTA vs PEGA
+76.8%
+548.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.6% | +3.3% | -0.7% | +0.9% |
| 30D | +16.0% | +17.7% | -1.7% | +7.0% |
| 3M | +38.2% | +5.8% | +32.4% | +32.3% |
| 6M | +137.8% | -20.3% | +158.1% | +164.4% |
| YTD | +97.3% | -37.1% | +134.4% | +144.4% |
| 1Y | +90.1% | -30.2% | +120.3% | +119.1% |
| 3Y | +98.0% | +48.1% | +49.9% | +28.2% |
| 5Y | -36.9% | -46.8% | +9.9% | -23.4% |
| All | +625.6% | +76.8% | +548.8% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling