-64.1%
OUST vs PEGA
-49.4%
-14.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.5% | +17.5% | +15.5% |
| 7D | +17.0% | -4.5% | +21.5% | +19.1% |
| 30D | -16.5% | -5.7% | -10.8% | -14.9% |
| 3M | -23.7% | +2.6% | -26.2% | -26.5% |
| 6M | +18.4% | -10.6% | +29.0% | +17.7% |
| YTD | +60.8% | -45.5% | +106.3% | +99.9% |
| 1Y | +44.2% | -44.8% | +89.0% | +78.4% |
| 3Y | +668.1% | +45.5% | +622.6% | +376.3% |
| 5Y | -48.8% | -45.3% | -3.5% | -45.6% |
| All | -64.1% | -49.4% | -14.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling