-6.4%
OSCR vs PHM
+167.5%
-173.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.8% |
| 7D | +1.1% | -6.4% | +7.4% | +4.7% |
| 30D | +16.5% | -12.1% | +28.6% | +24.9% |
| 3M | +17.0% | -1.5% | +18.5% | +16.5% |
| 6M | +145.0% | -6.0% | +151.0% | +148.1% |
| YTD | +126.7% | -0.3% | +127.0% | +120.0% |
| 1Y | +67.2% | -13.3% | +80.6% | +75.8% |
| 3Y | +405.1% | +47.6% | +357.5% | +258.9% |
| 5Y | +86.2% | +154.7% | -68.6% | -9.4% |
| All | -6.4% | +167.5% | -173.9% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling