-8.2%
OSCR vs PENG
+105.2%
-113.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | -3.7% | +34.6% | -38.3% | -9.8% |
| 30D | -5.5% | -35.9% | +30.5% | +1.4% |
| 3M | +7.9% | -14.7% | +22.6% | +7.7% |
| 6M | +34.6% | +13.5% | +21.1% | +16.2% |
| YTD | +122.3% | +156.1% | -33.9% | +49.2% |
| 1Y | +111.5% | +141.3% | -29.8% | +44.3% |
| 3Y | +349.2% | +223.4% | +125.8% | +155.3% |
| 5Y | +162.2% | +67.4% | +94.8% | +58.8% |
| All | -8.2% | +105.2% | -113.5% | -47.8% |
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