+372.2%
OSCR vs PENG
+222.1%
+150.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.3% | -14.4% | -5.4% |
| 7D | -8.8% | +1.9% | -10.6% | -9.4% |
| 30D | -5.6% | -37.8% | +32.2% | -0.5% |
| 3M | +14.8% | -14.1% | +28.9% | +14.9% |
| 6M | +46.0% | +13.1% | +32.8% | +29.6% |
| YTD | +123.5% | +151.8% | -28.3% | +59.1% |
| 1Y | +116.2% | +136.0% | -19.8% | +56.0% |
| All | +372.2% | +222.1% | +150.1% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling