-6.4%
OSCR vs PEG
+61.7%
-68.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | +16.5% | -2.8% | +19.2% | +18.2% |
| 3M | +17.0% | -6.9% | +23.9% | +21.1% |
| 6M | +145.0% | -11.4% | +156.4% | +158.9% |
| YTD | +126.7% | -7.4% | +134.1% | +132.9% |
| 1Y | +67.2% | -8.3% | +75.5% | +72.9% |
| 3Y | +405.1% | +31.5% | +373.6% | +318.3% |
| 5Y | +86.2% | +38.0% | +48.2% | +49.6% |
| All | -6.4% | +61.7% | -68.1% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling