+668.1%
OUST vs PEGA
+43.4%
+624.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.5% | +17.5% | +14.8% |
| 7D | +17.0% | -4.5% | +21.5% | +18.2% |
| 30D | -16.5% | -5.7% | -10.8% | -15.6% |
| 3M | -23.7% | +2.6% | -26.2% | -25.3% |
| 6M | +18.4% | -10.6% | +29.0% | +18.8% |
| YTD | +60.8% | -45.5% | +106.3% | +87.0% |
| 1Y | +44.2% | -44.8% | +89.0% | +67.2% |
| 3Y | +668.1% | +45.5% | +622.6% | +417.8% |
| All | +668.1% | +43.4% | +624.7% | +417.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling