+398.8%
OSCR vs PEG
+31.8%
+367.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +10.7% | -3.7% | +14.4% | +12.1% |
| 3M | +13.4% | -7.3% | +20.6% | +16.1% |
| 6M | +144.6% | -10.5% | +155.0% | +153.0% |
| YTD | +128.0% | -7.5% | +135.5% | +132.1% |
| 1Y | +68.7% | -8.7% | +77.4% | +72.8% |
| 3Y | +398.8% | +31.4% | +367.4% | +421.4% |
| All | +398.8% | +31.8% | +367.0% | +421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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