+44.2%
OUST vs PEGA
-45.2%
+89.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.5% | +17.5% | +14.2% |
| 7D | +17.0% | -4.5% | +21.5% | +17.3% |
| 30D | -16.5% | -5.7% | -10.8% | -16.2% |
| 3M | -23.7% | +2.6% | -26.2% | -24.8% |
| 6M | +18.4% | -10.6% | +29.0% | +21.9% |
| YTD | +60.8% | -45.5% | +106.3% | +96.2% |
| 1Y | +44.2% | -44.8% | +89.0% | +74.8% |
| All | +44.2% | -45.2% | +89.4% | +74.8% |
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