-68.5%
OUST vs PEGA
-47.6%
-20.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.3% | -6.7% | -8.0% |
| 7D | -5.0% | -1.6% | -3.5% | -4.3% |
| 30D | -32.0% | -3.0% | -29.1% | -31.4% |
| 3M | -32.4% | +5.8% | -38.2% | -35.6% |
| 6M | +6.7% | -8.8% | +15.5% | +5.5% |
| YTD | +41.0% | -43.5% | +84.6% | +73.1% |
| 1Y | +18.0% | -43.4% | +61.4% | +44.9% |
| 3Y | +560.6% | +48.6% | +512.0% | +308.2% |
| 5Y | -55.1% | -43.3% | -11.8% | -52.9% |
| All | -68.5% | -47.6% | -20.9% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling