+7.0%
PFE vs OSCR
-9.0%
+16.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.6% | +1.6% | -4.2% | -2.6% |
| 30D | +5.4% | +10.7% | -5.3% | +5.1% |
| 3M | +7.8% | +13.4% | -5.6% | +7.4% |
| 6M | +5.0% | +144.6% | -139.5% | +3.1% |
| YTD | +17.1% | +128.0% | -111.0% | +15.0% |
| 1Y | +19.3% | +68.7% | -49.3% | +17.6% |
| 3Y | -0.9% | +398.8% | -399.7% | -5.0% |
| 5Y | -20.8% | +87.3% | -108.0% | -24.6% |
| All | +7.0% | -9.0% | +16.0% | +3.0% |
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