-10.8%
OSCR vs PENG
+94.0%
-104.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -1.7% |
| 7D | +1.3% | +13.2% | -11.9% | -1.4% |
| 30D | -9.5% | -29.9% | +20.4% | -4.5% |
| 3M | +0.9% | -22.2% | +23.1% | +2.7% |
| 6M | +31.5% | -1.9% | +33.3% | +17.9% |
| YTD | +116.1% | +142.1% | -26.1% | +46.7% |
| 1Y | +122.6% | +151.5% | -28.9% | +49.3% |
| 3Y | +356.6% | +206.9% | +149.7% | +162.1% |
| 5Y | +154.9% | +58.2% | +96.7% | +56.0% |
| All | -10.8% | +94.0% | -104.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling