+26.9%
PEP vs OSCR
-9.0%
+35.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.0% |
| 30D | -0.7% | +10.7% | -11.3% | -0.8% |
| 3M | -4.1% | +13.4% | -17.5% | -4.4% |
| 6M | -13.1% | +144.6% | -157.6% | -14.1% |
| YTD | -2.1% | +128.0% | -130.2% | -3.2% |
| 1Y | -1.7% | +68.7% | -70.3% | -2.5% |
| 3Y | -15.1% | +398.8% | -413.9% | -18.3% |
| 5Y | +3.1% | +87.3% | -84.1% | -2.3% |
| All | +26.9% | -9.0% | +35.9% | +16.0% |
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