+243.3%
PH vs OSCR
-11.8%
+255.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.4% |
| 7D | 0.0% | +4.7% | -4.7% | -0.4% |
| 30D | -10.3% | +14.8% | -25.1% | -11.3% |
| 3M | +5.1% | +16.7% | -11.6% | +3.3% |
| 6M | +2.3% | +127.5% | -125.2% | -5.6% |
| YTD | +8.7% | +121.0% | -112.3% | +0.3% |
| 1Y | +26.8% | +58.4% | -31.6% | +19.4% |
| 3Y | +139.2% | +392.4% | -253.2% | +93.1% |
| 5Y | +251.1% | +80.5% | +170.7% | +174.6% |
| All | +243.3% | -11.8% | +255.1% | +173.8% |
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