-35.6%
OKTA vs PENG
+115.2%
-150.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.6% |
| 7D | +2.6% | +4.5% | -1.9% | +1.4% |
| 30D | +16.0% | -7.1% | +23.1% | +17.8% |
| 3M | +38.2% | -27.3% | +65.4% | +43.8% |
| 6M | +137.8% | +169.6% | -31.8% | +62.4% |
| YTD | +97.3% | +164.6% | -67.3% | +34.2% |
| 1Y | +90.1% | +109.5% | -19.4% | +37.1% |
| 3Y | +98.0% | +98.9% | -0.9% | +24.7% |
| All | -35.6% | +115.2% | -150.8% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling