+38.3%
PLD vs OSCR
+339.8%
-301.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | -1.4% | -9.5% | +8.2% | -0.8% |
| 3M | -8.2% | +0.9% | -9.0% | -8.4% |
| 6M | -8.0% | +31.5% | -39.5% | -10.2% |
| YTD | +3.2% | +116.1% | -112.9% | -3.1% |
| 1Y | +7.0% | +122.6% | -115.6% | -0.1% |
| 3Y | +38.3% | +356.6% | -318.3% | +15.4% |
| All | +38.3% | +339.8% | -301.5% | +15.4% |
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 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