+59.3%
PBF vs OSCR
+401.8%
-342.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +5.3% | +1.6% | +3.7% | +5.3% |
| 30D | +11.7% | +10.7% | +1.1% | +11.4% |
| 3M | +91.1% | +13.4% | +77.7% | +90.4% |
| 6M | +88.4% | +144.6% | -56.1% | +85.1% |
| YTD | +194.1% | +128.0% | +66.0% | +189.4% |
| 1Y | +180.4% | +68.7% | +111.8% | +176.6% |
| 3Y | +59.3% | +398.8% | -339.5% | +34.7% |
| All | +59.3% | +401.8% | -342.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling