+607.8%
OUST vs PEGA
+46.3%
+561.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.2% | -9.7% | -8.8% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | +5.1% | -4.1% | +9.2% | +5.5% |
| 3M | -25.8% | -2.8% | -23.0% | -26.3% |
| 6M | -2.0% | -0.4% | -1.6% | -4.6% |
| YTD | +54.7% | -45.4% | +100.1% | +78.9% |
| 1Y | +48.8% | -42.6% | +91.4% | +69.6% |
| 3Y | +607.8% | +45.4% | +562.4% | +433.9% |
| All | +607.8% | +46.3% | +561.5% | +433.9% |
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