-53.8%
OUST vs PEGA
-46.5%
-7.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.1% |
| 7D | +5.2% | +3.3% | +1.9% | +3.8% |
| 30D | -19.3% | +17.7% | -37.0% | -25.5% |
| 3M | -22.6% | +5.8% | -28.4% | -26.7% |
| 6M | +62.8% | -20.3% | +83.0% | +73.8% |
| YTD | +68.3% | -37.1% | +105.5% | +98.7% |
| 1Y | +28.5% | -30.2% | +58.7% | +43.5% |
| 3Y | +554.0% | +48.1% | +505.9% | +326.5% |
| All | -53.8% | -46.5% | -7.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling