+91.5%
OSCR vs PEGA
-45.0%
+136.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +1.6% | -3.0% | +4.6% | +2.8% |
| 30D | +10.7% | +15.9% | -5.2% | +3.9% |
| 3M | +13.4% | +10.8% | +2.5% | +6.9% |
| 6M | +144.6% | -16.5% | +161.1% | +156.5% |
| YTD | +128.0% | -39.0% | +167.1% | +169.2% |
| 1Y | +68.7% | -37.3% | +105.9% | +93.5% |
| 3Y | +398.8% | +59.2% | +339.6% | +222.5% |
| All | +91.5% | -45.0% | +136.5% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling