+243.6%
PH vs OSCR
-9.0%
+252.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | -11.0% | +10.7% | -21.6% | -11.7% |
| 3M | +5.5% | +13.4% | -7.8% | +4.0% |
| 6M | +1.5% | +144.6% | -143.1% | -6.9% |
| YTD | +8.8% | +128.0% | -119.3% | +0.2% |
| 1Y | +24.5% | +68.7% | -44.2% | +16.6% |
| 3Y | +141.2% | +398.8% | -257.6% | +94.6% |
| 5Y | +256.3% | +87.3% | +169.0% | +178.0% |
| All | +243.6% | -9.0% | +252.5% | +173.4% |
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