+411.8%
OSCR vs PENG
+111.6%
+300.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | +10.7% | +7.8% | +2.9% | +9.5% |
| 30D | +18.3% | -12.2% | +30.5% | +20.2% |
| 3M | +20.5% | -20.6% | +41.1% | +21.2% |
| 6M | +138.5% | +180.9% | -42.4% | +81.3% |
| YTD | +129.7% | +162.3% | -32.6% | +75.9% |
| 1Y | +62.8% | +107.3% | -44.5% | +29.5% |
| 3Y | +411.8% | +110.8% | +301.0% | +264.1% |
| All | +411.8% | +111.6% | +300.1% | +264.1% |
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