+34.6%
OSCR vs PENG
+18.0%
+16.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.5% |
| 7D | -3.7% | +34.6% | -38.3% | -2.9% |
| 30D | -5.5% | -35.9% | +30.5% | -6.7% |
| 3M | +7.9% | -14.7% | +22.6% | +8.3% |
| 6M | +34.6% | +13.5% | +21.1% | +47.3% |
| All | +34.6% | +18.0% | +16.6% | +47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling