-5.8%
OSCR vs PHM
+171.8%
-177.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | +1.6% | -5.0% | +6.6% | +4.4% |
| 30D | +10.7% | -8.4% | +19.1% | +16.1% |
| 3M | +13.4% | -4.4% | +17.8% | +14.8% |
| 6M | +144.6% | -3.7% | +148.3% | +144.3% |
| YTD | +128.0% | +1.3% | +126.8% | +119.3% |
| 1Y | +68.7% | -14.0% | +82.7% | +78.3% |
| 3Y | +398.8% | +48.1% | +350.7% | +254.2% |
| 5Y | +87.3% | +158.8% | -71.5% | -9.7% |
| All | -5.8% | +171.8% | -177.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling