+7.3%
PFE vs OSCR
-8.3%
+15.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.4% |
| 7D | -2.7% | +10.7% | -13.3% | -2.9% |
| 30D | +3.8% | +18.3% | -14.5% | +3.5% |
| 3M | +10.4% | +20.5% | -10.2% | +9.9% |
| 6M | +6.3% | +138.5% | -132.3% | +4.3% |
| YTD | +17.4% | +129.7% | -112.3% | +15.2% |
| 1Y | +21.1% | +62.8% | -41.6% | +19.5% |
| 3Y | -1.6% | +411.8% | -413.4% | -5.6% |
| 5Y | -22.2% | +99.9% | -122.1% | -26.0% |
| All | +7.3% | -8.3% | +15.6% | +3.3% |
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