+68.7%
OSCR vs PENG
+98.5%
-29.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +10.7% | -12.9% | +23.6% | +11.8% |
| 3M | +13.4% | -20.5% | +33.8% | +13.4% |
| 6M | +144.6% | +176.8% | -32.3% | +59.3% |
| YTD | +128.0% | +161.6% | -33.5% | +48.8% |
| 1Y | +68.7% | +95.6% | -27.0% | +16.9% |
| All | +68.7% | +98.5% | -29.9% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling