-60.2%
OUST vs PEGA
-51.4%
-8.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.9% | +14.8% | +12.5% |
| 7D | +36.7% | -10.0% | +46.7% | +42.5% |
| 30D | -3.3% | -12.7% | +9.3% | +1.7% |
| 3M | -11.1% | -4.6% | -6.5% | -11.7% |
| 6M | +53.1% | -13.1% | +66.1% | +53.8% |
| YTD | +78.2% | -47.6% | +125.8% | +124.9% |
| 1Y | +50.0% | -47.0% | +97.0% | +88.6% |
| 3Y | +836.2% | +42.0% | +794.2% | +483.1% |
| 5Y | -50.0% | -47.8% | -2.1% | -45.7% |
| All | -60.2% | -51.4% | -8.9% | -54.1% |
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