+168.0%
OKTA vs PENG
+209.7%
-41.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +1.2% |
| 7D | +8.4% | +13.2% | -4.8% | +5.8% |
| 30D | -13.7% | -29.9% | +16.2% | -8.9% |
| 3M | +18.0% | -22.2% | +40.3% | +21.7% |
| 6M | +133.8% | -1.9% | +135.7% | +123.4% |
| YTD | +111.5% | +142.1% | -30.6% | +65.6% |
| 1Y | +118.3% | +151.5% | -33.2% | +69.4% |
| 3Y | +168.0% | +206.9% | -38.9% | +91.0% |
| All | +168.0% | +209.7% | -41.7% | +91.0% |
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