-8.7%
OSCR vs PEGA
-45.4%
+36.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -2.9% |
| 7D | +4.7% | -6.1% | +10.9% | +7.4% |
| 30D | +14.8% | +6.4% | +8.4% | +11.2% |
| 3M | +16.7% | +2.9% | +13.8% | +13.3% |
| 6M | +127.5% | -23.8% | +151.3% | +148.1% |
| YTD | +121.0% | -41.1% | +162.1% | +164.8% |
| 1Y | +58.4% | -38.2% | +96.6% | +82.8% |
| 3Y | +392.4% | +49.8% | +342.6% | +226.9% |
| 5Y | +80.5% | -48.0% | +128.5% | +104.4% |
| All | -8.7% | -45.4% | +36.7% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling