+395.9%
OSCR vs PEGA
+52.0%
+343.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.0% |
| 7D | +1.1% | -5.3% | +6.4% | +2.5% |
| 30D | +16.5% | +8.3% | +8.2% | +13.5% |
| 3M | +17.0% | +8.9% | +8.1% | +13.0% |
| 6M | +145.0% | -19.7% | +164.7% | +156.5% |
| YTD | +126.7% | -39.9% | +166.6% | +156.7% |
| 1Y | +67.2% | -36.4% | +103.6% | +84.0% |
| All | +395.9% | +52.0% | +343.9% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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