+3.2%
PEP vs OSCR
+95.7%
-92.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -1.4% | +1.1% | -2.4% | -1.4% |
| 30D | -0.2% | +16.5% | -16.7% | -0.5% |
| 3M | -4.3% | +17.0% | -21.3% | -4.6% |
| 6M | -13.2% | +145.0% | -158.2% | -14.5% |
| YTD | -1.9% | +126.7% | -128.6% | -3.3% |
| 1Y | -0.3% | +67.2% | -67.6% | -1.5% |
| 3Y | -13.6% | +405.1% | -418.7% | -18.1% |
| All | +3.2% | +95.7% | -92.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling