-60.6%
OUST vs PEGA
-51.0%
-9.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +14.0% | -8.6% | +22.6% | +18.0% |
| 30D | +2.5% | -10.1% | +12.6% | +6.5% |
| 3M | -15.3% | -4.7% | -10.6% | -15.8% |
| 6M | +42.6% | -8.0% | +50.6% | +39.6% |
| YTD | +76.6% | -47.1% | +123.8% | +122.0% |
| 1Y | +54.1% | -47.5% | +101.5% | +94.6% |
| 3Y | +675.3% | +40.2% | +635.0% | +386.8% |
| 5Y | -45.1% | -45.7% | +0.7% | -42.1% |
| All | -60.6% | -51.0% | -9.6% | -54.7% |
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