-6.4%
OSCR vs PENG
+99.2%
-105.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.4% | +3.6% |
| 7D | +1.1% | 0.0% | +1.1% | +0.9% |
| 30D | +16.5% | -15.2% | +31.7% | +20.3% |
| 3M | +17.0% | -16.9% | +33.9% | +16.2% |
| 6M | +145.0% | +161.5% | -16.6% | +70.1% |
| YTD | +126.7% | +148.6% | -21.8% | +58.2% |
| 1Y | +67.2% | +89.6% | -22.4% | +24.9% |
| 3Y | +405.1% | +99.8% | +305.4% | +225.3% |
| 5Y | +86.2% | +100.9% | -14.7% | +13.6% |
| All | -6.4% | +99.2% | -105.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling