+91.5%
OSCR vs PSKY
-70.1%
+161.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.2% |
| 30D | +10.7% | +11.6% | -0.9% | +7.9% |
| 3M | +13.4% | +1.5% | +11.8% | +12.7% |
| 6M | +144.6% | +7.7% | +136.8% | +138.9% |
| YTD | +128.0% | -20.1% | +148.1% | +136.5% |
| 1Y | +68.7% | -38.3% | +106.9% | +84.3% |
| 3Y | +398.8% | -17.7% | +416.5% | +354.5% |
| All | +91.5% | -70.1% | +161.6% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling