+877.3%
PBR vs OSCR
-9.0%
+886.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +5.4% | +1.6% | +3.8% | +5.3% |
| 30D | +22.9% | +10.7% | +12.2% | +22.1% |
| 3M | +19.6% | +13.4% | +6.3% | +18.5% |
| 6M | +16.5% | +144.6% | -128.1% | +9.7% |
| YTD | +86.7% | +128.0% | -41.4% | +76.1% |
| 1Y | +74.7% | +68.7% | +6.1% | +67.0% |
| 3Y | +102.6% | +398.8% | -296.2% | +71.3% |
| 5Y | +566.6% | +87.3% | +479.3% | +462.7% |
| All | +877.3% | -9.0% | +886.3% | +792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling