-5.1%
OSCR vs PRU
+76.2%
-81.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.7% |
| 7D | +10.7% | +1.9% | +8.7% | +9.4% |
| 30D | +18.3% | -0.4% | +18.7% | +18.6% |
| 3M | +20.5% | +16.4% | +4.1% | +9.8% |
| 6M | +138.5% | +26.0% | +112.5% | +106.7% |
| YTD | +129.7% | +9.9% | +119.8% | +116.3% |
| 1Y | +62.8% | +18.8% | +44.0% | +46.0% |
| 3Y | +411.8% | +45.4% | +366.4% | +292.0% |
| 5Y | +99.9% | +45.6% | +54.4% | +57.3% |
| All | -5.1% | +76.2% | -81.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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