+28.9%
PEP vs OSCR
-8.3%
+37.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | +0.1% | +10.7% | -10.6% | 0.0% |
| 30D | +0.7% | +18.3% | -17.7% | +0.4% |
| 3M | -0.5% | +20.5% | -21.1% | -0.8% |
| 6M | -11.3% | +138.5% | -149.8% | -12.3% |
| YTD | -0.6% | +129.7% | -130.3% | -1.7% |
| 1Y | +1.7% | +62.8% | -61.1% | +0.9% |
| 3Y | -12.5% | +411.8% | -424.3% | -15.8% |
| 5Y | +3.9% | +99.9% | -96.0% | -1.4% |
| All | +28.9% | -8.3% | +37.2% | +17.8% |
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