+75.0%
PAAS vs OSCR
-9.0%
+83.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.9% | +1.6% | -3.6% | -2.1% |
| 30D | -3.6% | +10.7% | -14.2% | -4.6% |
| 3M | +8.6% | +13.4% | -4.8% | +6.8% |
| 6M | -16.7% | +144.6% | -161.2% | -24.4% |
| YTD | -1.9% | +128.0% | -130.0% | -10.6% |
| 1Y | +38.0% | +68.7% | -30.7% | +28.2% |
| 3Y | +234.9% | +398.8% | -163.9% | +165.2% |
| 5Y | +119.5% | +87.3% | +32.2% | +73.4% |
| All | +75.0% | -9.0% | +83.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling