+591.4%
OKTA vs PENG
+755.0%
-163.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.7% | +7.8% | -7.1% | -1.1% |
| 30D | +13.0% | -12.2% | +25.2% | +16.1% |
| 3M | +43.4% | -20.6% | +64.1% | +46.1% |
| 6M | +107.6% | +180.9% | -73.3% | +51.5% |
| YTD | +93.8% | +162.3% | -68.5% | +42.8% |
| 1Y | +80.8% | +107.3% | -26.4% | +39.7% |
| 3Y | +91.8% | +110.8% | -19.0% | +32.7% |
| 5Y | -36.4% | +117.8% | -154.2% | -57.0% |
| All | +591.4% | +755.0% | -163.6% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling