+21.2%
OUST vs PEGA
-44.4%
+65.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | 0.0% | +15.7% | +15.7% |
| 7D | -0.2% | -2.9% | +2.6% | 0.0% |
| 30D | -24.0% | -0.5% | -23.5% | -24.0% |
| 3M | -29.9% | +8.5% | -38.4% | -31.3% |
| 6M | +19.1% | -6.3% | +25.4% | +22.8% |
| YTD | +55.0% | -42.2% | +97.2% | +91.3% |
| 1Y | +21.2% | -43.4% | +64.6% | +54.6% |
| All | +21.2% | -44.4% | +65.6% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling