-10.8%
OSCR vs PRU
+82.3%
-93.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.4% |
| 7D | +1.3% | +3.6% | -2.3% | -0.9% |
| 30D | -9.5% | +8.9% | -18.4% | -13.8% |
| 3M | +0.9% | +0.2% | +0.7% | +0.9% |
| 6M | +31.5% | +23.7% | +7.7% | +15.6% |
| YTD | +116.1% | +13.7% | +102.3% | +99.7% |
| 1Y | +122.6% | +20.6% | +102.0% | +98.1% |
| 3Y | +356.6% | +56.3% | +300.3% | +235.4% |
| 5Y | +154.9% | +42.3% | +112.6% | +97.6% |
| All | -10.8% | +82.3% | -93.1% | -31.8% |
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