+94.6%
OKTA vs PENG
+108.8%
-14.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.0% |
| 7D | +2.6% | +4.5% | -1.9% | +1.9% |
| 30D | +16.0% | -7.1% | +23.1% | +17.2% |
| 3M | +38.2% | -27.3% | +65.4% | +42.0% |
| 6M | +137.8% | +169.6% | -31.8% | +90.5% |
| YTD | +97.3% | +164.6% | -67.3% | +57.8% |
| 1Y | +90.1% | +109.5% | -19.4% | +57.3% |
| All | +94.6% | +108.8% | -14.2% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling