+87.6%
OSCR vs PENG
+117.9%
-30.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | +10.7% | +7.8% | +2.9% | +8.7% |
| 30D | +18.3% | -12.2% | +30.5% | +21.4% |
| 3M | +20.5% | -20.6% | +41.1% | +21.4% |
| 6M | +138.5% | +180.9% | -42.4% | +58.7% |
| YTD | +129.7% | +162.3% | -32.6% | +54.6% |
| 1Y | +62.8% | +107.3% | -44.5% | +16.4% |
| 3Y | +411.8% | +110.8% | +301.0% | +213.7% |
| All | +87.6% | +117.9% | -30.4% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling