+141.2%
PH vs OSCR
+401.8%
-260.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.6% |
| 3M | +5.5% | +13.4% | -7.8% | +4.2% |
| 6M | +1.5% | +144.6% | -143.1% | -6.3% |
| YTD | +8.8% | +128.0% | -119.3% | +0.8% |
| 1Y | +24.5% | +68.7% | -44.2% | +17.3% |
| 3Y | +141.2% | +398.8% | -257.6% | +74.0% |
| All | +141.2% | +401.8% | -260.7% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling