-5.8%
OSCR vs PNR
+5.4%
-11.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.8% |
| 7D | +1.6% | -6.0% | +7.6% | +5.6% |
| 30D | +10.7% | -14.0% | +24.6% | +21.8% |
| 3M | +13.4% | -21.7% | +35.0% | +29.6% |
| 6M | +144.6% | -37.3% | +181.8% | +222.4% |
| YTD | +128.0% | -45.1% | +173.2% | +226.6% |
| 1Y | +68.7% | -49.1% | +117.8% | +155.2% |
| 3Y | +398.8% | -14.8% | +413.6% | +369.2% |
| 5Y | +87.3% | -21.0% | +108.3% | +51.8% |
| All | -5.8% | +5.4% | -11.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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